+609.6%
VLO vs TTWO
+41.7%
+567.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | +4.0% | +1.3% | +2.7% | +3.8% |
| 30D | +19.0% | -13.4% | +32.4% | +20.5% |
| 3M | +50.0% | +3.1% | +46.9% | +49.0% |
| 6M | +79.1% | +3.8% | +75.4% | +77.5% |
| YTD | +140.3% | -15.3% | +155.5% | +143.5% |
| 1Y | +148.3% | -11.1% | +159.4% | +150.0% |
| 3Y | +194.6% | +52.0% | +142.7% | +176.9% |
| 5Y | +609.6% | +40.9% | +568.6% | +520.1% |
| All | +609.6% | +41.7% | +567.9% | +520.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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