+217.8%
VLO vs TTMI
+454.2%
-236.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.0% | -5.3% | +3.0% |
| 7D | -0.4% | +7.2% | -7.7% | -1.1% |
| 30D | -16.6% | -28.7% | +12.1% | -15.3% |
| 3M | +12.3% | -39.8% | +52.1% | +14.8% |
| 6M | +47.8% | -51.7% | +99.6% | +52.0% |
| YTD | +126.7% | +14.1% | +112.7% | +105.0% |
| 1Y | +105.4% | +16.0% | +89.4% | +83.7% |
| All | +217.8% | +454.2% | -236.4% | +96.4% |
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