+614.6%
VLO vs TW
+20.0%
+594.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +6.2% | -0.5% | +6.8% | +6.3% |
| 30D | +23.5% | -0.6% | +24.1% | +23.5% |
| 3M | +53.9% | +3.4% | +50.5% | +53.1% |
| 6M | +81.7% | -18.4% | +100.1% | +85.1% |
| YTD | +142.5% | -3.9% | +146.4% | +143.0% |
| 1Y | +145.4% | -13.3% | +158.8% | +148.4% |
| 3Y | +197.3% | +20.8% | +176.5% | +188.1% |
| 5Y | +614.6% | +20.3% | +594.3% | +547.1% |
| All | +614.6% | +20.0% | +594.5% | +547.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling