-9.1%
T vs VLO
+143.4%
-152.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -1.3% | +5.2% | -6.5% | -1.4% |
| 30D | +11.4% | +22.6% | -11.2% | +10.9% |
| 3M | +14.3% | +43.8% | -29.5% | +13.1% |
| 6M | -9.3% | +65.7% | -75.0% | -10.0% |
| YTD | +7.1% | +131.1% | -124.0% | +7.9% |
| 1Y | -9.1% | +143.6% | -152.7% | -8.3% |
| All | -9.1% | +143.4% | -152.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling