+601.6%
VLO vs TT
+146.0%
+455.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.3% |
| 7D | +5.8% | +1.6% | +4.2% | +5.6% |
| 30D | +28.3% | -7.3% | +35.6% | +29.5% |
| 3M | +48.7% | -2.6% | +51.3% | +48.8% |
| 6M | +71.9% | +5.9% | +66.0% | +68.9% |
| YTD | +138.7% | +15.4% | +123.3% | +130.5% |
| 1Y | +148.5% | +8.2% | +140.2% | +142.5% |
| 3Y | +192.7% | +122.7% | +70.0% | +150.5% |
| 5Y | +601.6% | +145.0% | +456.7% | +495.0% |
| All | +601.6% | +146.0% | +455.7% | +495.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling