+924.9%
VLO vs TRV
+306.9%
+618.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | 0.0% |
| 7D | +5.3% | +1.9% | +3.4% | +4.0% |
| 30D | +18.2% | +1.7% | +16.5% | +16.9% |
| 3M | +53.3% | +23.9% | +29.5% | +32.5% |
| 6M | +70.4% | +26.3% | +44.2% | +44.4% |
| YTD | +143.4% | +30.8% | +112.6% | +101.0% |
| 1Y | +153.0% | +36.3% | +116.7% | +102.4% |
| 3Y | +195.0% | +145.0% | +49.9% | +47.5% |
| 5Y | +618.8% | +163.9% | +454.9% | +231.0% |
| All | +924.9% | +306.9% | +618.0% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling