+120.7%
VLO vs TTMI
+6.4%
+114.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.3% |
| 7D | +9.6% | +11.4% | -1.7% | +9.5% |
| 30D | -17.4% | -28.3% | +10.9% | -17.6% |
| 3M | +10.8% | -46.7% | +57.4% | +9.6% |
| 6M | +56.9% | -56.1% | +113.1% | +54.2% |
| YTD | +136.8% | +7.4% | +129.4% | +135.4% |
| 1Y | +120.7% | +17.4% | +103.3% | +116.1% |
| All | +120.7% | +6.4% | +114.3% | +116.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling