+911.8%
VLO vs TTMI
+1,087.8%
-176.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +4.0% | +6.0% | -2.0% | +2.6% |
| 30D | +19.0% | -6.4% | +25.4% | +20.0% |
| 3M | +50.0% | -28.9% | +78.9% | +57.3% |
| 6M | +79.1% | +26.9% | +52.3% | +58.3% |
| YTD | +140.3% | +77.3% | +63.0% | +88.9% |
| 1Y | +148.3% | +147.5% | +0.8% | +72.9% |
| 3Y | +194.6% | +847.6% | -653.0% | +27.1% |
| 5Y | +609.6% | +802.2% | -192.6% | +192.0% |
| All | +911.8% | +1,087.8% | -176.0% | +260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling