+476.6%
VLO vs TW
+294.9%
+181.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | -0.4% | +2.8% | -3.3% | -1.0% |
| 30D | -16.6% | +18.1% | -34.6% | -19.4% |
| 3M | +12.3% | +25.2% | -13.0% | +7.1% |
| 6M | +47.8% | +19.1% | +28.7% | +42.0% |
| YTD | +126.7% | +21.9% | +104.8% | +115.7% |
| 1Y | +105.4% | +18.9% | +86.4% | +96.5% |
| 3Y | +222.0% | +41.7% | +180.2% | +187.9% |
| 5Y | +449.8% | +40.4% | +409.4% | +384.8% |
| All | +476.6% | +294.9% | +181.7% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling