+192.7%
VLO vs TTMI
+857.4%
-664.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.3% | +3.1% |
| 7D | +5.8% | +12.2% | -6.4% | +4.9% |
| 30D | +28.3% | -5.7% | +34.1% | +28.6% |
| 3M | +48.7% | -27.5% | +76.2% | +51.0% |
| 6M | +71.9% | +47.1% | +24.8% | +59.5% |
| YTD | +138.7% | +87.5% | +51.2% | +110.9% |
| 1Y | +148.5% | +175.2% | -26.8% | +101.3% |
| 3Y | +192.7% | +901.9% | -709.3% | +86.5% |
| All | +192.7% | +857.4% | -664.8% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling