+66.9%
T vs VLO
+933.4%
-866.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | -2.4% | +4.0% | -6.4% | -3.1% |
| 30D | +4.3% | +19.0% | -14.7% | +1.2% |
| 3M | +11.6% | +50.0% | -38.4% | +3.8% |
| 6M | -5.6% | +79.1% | -84.7% | -15.2% |
| YTD | +6.6% | +140.3% | -133.7% | -9.4% |
| 1Y | -8.4% | +148.3% | -156.7% | -22.8% |
| 3Y | +107.8% | +194.6% | -86.8% | +65.6% |
| 5Y | +68.3% | +609.6% | -541.3% | +6.0% |
| All | +66.9% | +933.4% | -866.5% | -5.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling