+866.4%
VLO vs TRU
+243.6%
+622.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | -17.4% | +21.3% | -38.7% | -23.0% |
| 3M | +10.8% | +0.2% | +10.5% | +9.4% |
| 6M | +56.9% | +22.4% | +34.6% | +42.9% |
| YTD | +136.8% | -4.8% | +141.6% | +131.4% |
| 1Y | +120.7% | -0.2% | +120.8% | +111.3% |
| 3Y | +231.9% | +57.9% | +174.0% | +149.6% |
| 5Y | +479.0% | -26.1% | +505.1% | +482.6% |
| 10Y | +792.2% | +184.8% | +607.4% | +430.0% |
| All | +866.4% | +243.6% | +622.8% | +454.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling