+614.6%
VLO vs TTMI
+806.9%
-192.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.0% |
| 7D | +6.2% | +7.5% | -1.2% | +5.4% |
| 30D | +23.5% | -4.5% | +28.0% | +23.8% |
| 3M | +53.9% | -28.5% | +82.4% | +57.5% |
| 6M | +81.7% | +28.4% | +53.3% | +69.4% |
| YTD | +142.5% | +80.1% | +62.4% | +110.7% |
| 1Y | +145.4% | +161.0% | -15.6% | +95.7% |
| 3Y | +197.3% | +862.4% | -665.1% | +78.2% |
| 5Y | +614.6% | +812.9% | -198.3% | +316.6% |
| All | +614.6% | +806.9% | -192.3% | +316.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling