+193.8%
VLO vs TRV
+140.3%
+53.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +6.2% | +0.2% | +6.1% | +6.2% |
| 30D | +23.5% | -2.3% | +25.8% | +24.0% |
| 3M | +53.9% | +22.7% | +31.2% | +47.0% |
| 6M | +81.7% | +21.9% | +59.7% | +73.5% |
| YTD | +142.5% | +27.5% | +115.0% | +128.9% |
| 1Y | +145.4% | +36.2% | +109.2% | +127.5% |
| All | +193.8% | +140.3% | +53.6% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling