+473.2%
VLO vs TRV
+180.6%
+292.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +9.6% | +2.0% | +7.6% | +8.9% |
| 30D | -17.4% | +6.7% | -24.1% | -19.4% |
| 3M | +10.8% | +9.4% | +1.4% | +7.2% |
| 6M | +56.9% | +37.7% | +19.2% | +38.3% |
| YTD | +136.8% | +40.6% | +96.2% | +105.9% |
| 1Y | +120.7% | +42.4% | +78.2% | +90.8% |
| 3Y | +231.9% | +148.1% | +83.8% | +109.8% |
| All | +473.2% | +180.6% | +292.6% | +220.4% |
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