+227.7%
VLO vs TT
+94.2%
+133.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +6.8% | +8.1% | -1.3% | +5.9% |
| 30D | -17.9% | -11.3% | -6.6% | -17.0% |
| 3M | +13.5% | -11.2% | +24.7% | +14.7% |
| 6M | +53.0% | -8.9% | +61.9% | +53.9% |
| YTD | +133.7% | +9.7% | +124.0% | +125.9% |
| 1Y | +115.7% | +1.3% | +114.4% | +112.3% |
| All | +227.7% | +94.2% | +133.5% | +201.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling