+35,889.1%
VLO vs TRV
+6,617.1%
+29,272.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | +5.2% | -0.1% | +5.4% | +5.3% |
| 30D | +22.6% | -3.4% | +26.0% | +24.2% |
| 3M | +43.8% | +26.4% | +17.4% | +29.2% |
| 6M | +65.7% | +19.3% | +46.4% | +52.2% |
| YTD | +131.1% | +28.3% | +102.8% | +105.4% |
| 1Y | +143.6% | +34.3% | +109.3% | +111.7% |
| 3Y | +201.4% | +140.1% | +61.2% | +99.3% |
| 5Y | +568.9% | +155.7% | +413.2% | +329.0% |
| 10Y | +891.8% | +285.5% | +606.3% | +442.6% |
| All | +35,889.1% | +6,617.1% | +29,272.0% | +8,844.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling