+9,414.2%
VLO vs TTMI
+504.4%
+8,909.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -1.5% |
| 7D | +5.2% | +5.9% | -0.6% | +4.1% |
| 30D | +22.6% | -4.3% | +26.9% | +22.9% |
| 3M | +43.8% | -32.0% | +75.8% | +50.5% |
| 6M | +65.7% | +19.5% | +46.3% | +53.4% |
| YTD | +131.1% | +82.0% | +49.1% | +95.6% |
| 1Y | +143.6% | +172.6% | -29.0% | +88.9% |
| 3Y | +201.4% | +744.7% | -543.3% | +83.8% |
| 5Y | +568.9% | +805.6% | -236.7% | +293.3% |
| 10Y | +891.8% | +1,057.6% | -165.8% | +445.0% |
| All | +9,414.2% | +504.4% | +8,909.8% | +4,160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling