+120.6%
VLO vs TT
-6.5%
+127.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -6.0% |
| 7D | -6.0% | -8.5% | +2.5% | -6.9% |
| 30D | -12.9% | -12.8% | -0.1% | -14.2% |
| 3M | +18.3% | -12.9% | +31.2% | +16.4% |
| 6M | +46.4% | -15.2% | +61.7% | +44.2% |
| YTD | +127.7% | +6.2% | +121.5% | +130.4% |
| 1Y | +120.6% | -4.5% | +125.1% | +127.0% |
| All | +120.6% | -6.5% | +127.1% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling