+609.6%
VLO vs TRV
+153.8%
+455.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +4.0% | -1.8% | +5.8% | +4.6% |
| 30D | +19.0% | -2.1% | +21.1% | +19.8% |
| 3M | +50.0% | +21.2% | +28.8% | +38.4% |
| 6M | +79.1% | +22.0% | +57.1% | +64.2% |
| YTD | +140.3% | +27.7% | +112.6% | +115.9% |
| 1Y | +148.3% | +36.6% | +111.8% | +116.1% |
| 3Y | +194.6% | +141.1% | +53.6% | +83.4% |
| 5Y | +609.6% | +157.6% | +452.0% | +306.2% |
| All | +609.6% | +153.8% | +455.8% | +306.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling