+519.0%
VLO vs TW
+206.7%
+312.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +5.3% | -4.5% | +9.8% | +6.3% |
| 30D | +18.2% | -2.3% | +20.5% | +18.7% |
| 3M | +53.3% | +2.6% | +50.7% | +51.6% |
| 6M | +70.4% | -17.5% | +88.0% | +76.7% |
| YTD | +143.4% | -5.3% | +148.7% | +143.9% |
| 1Y | +153.0% | -14.8% | +167.8% | +159.4% |
| 3Y | +195.0% | +18.8% | +176.1% | +171.8% |
| 5Y | +618.8% | +20.7% | +598.0% | +543.4% |
| All | +519.0% | +206.7% | +312.3% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling