+9,648.0%
VLO vs TTMI
+256.5%
+9,391.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.8% |
| 7D | +9.6% | +11.4% | -1.7% | +7.5% |
| 30D | -17.4% | -28.3% | +10.9% | -14.0% |
| 3M | +10.8% | -46.7% | +57.4% | +20.1% |
| 6M | +56.9% | -56.1% | +113.1% | +72.5% |
| YTD | +136.8% | +7.4% | +129.4% | +114.5% |
| 1Y | +120.7% | +17.4% | +103.3% | +95.3% |
| 3Y | +231.9% | +429.1% | -197.2% | +115.2% |
| 5Y | +479.0% | +418.8% | +60.2% | +266.4% |
| 10Y | +792.2% | +411.2% | +380.9% | +452.0% |
| All | +9,648.0% | +256.5% | +9,391.5% | +4,571.6% |
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 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