+217.8%
VLO vs TW
+41.7%
+176.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | -0.4% | +2.8% | -3.3% | -0.6% |
| 30D | -16.6% | +18.1% | -34.6% | -17.3% |
| 3M | +12.3% | +25.2% | -13.0% | +10.9% |
| 6M | +47.8% | +19.1% | +28.7% | +46.9% |
| YTD | +126.7% | +21.9% | +104.8% | +125.1% |
| 1Y | +105.4% | +18.9% | +86.4% | +104.2% |
| All | +217.8% | +41.7% | +176.1% | +223.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling