+103.3%
VLO vs TT
-2.5%
+105.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +3.4% |
| 7D | -6.5% | +1.7% | -8.2% | -6.4% |
| 30D | -17.8% | -11.8% | -5.9% | -19.1% |
| 3M | +19.6% | -12.6% | +32.2% | +17.4% |
| 6M | +49.3% | -9.4% | +58.6% | +48.2% |
| YTD | +122.4% | +8.8% | +113.6% | +125.2% |
| All | +103.3% | -2.5% | +105.8% | +109.3% |
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