+64.3%
T vs VLO
+942.9%
-878.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | -3.1% | +6.2% | -9.3% | -4.1% |
| 30D | +4.6% | +23.5% | -18.9% | +0.8% |
| 3M | +12.2% | +53.9% | -41.6% | +4.0% |
| 6M | -6.5% | +81.7% | -88.1% | -16.2% |
| YTD | +4.9% | +142.5% | -137.6% | -10.9% |
| 1Y | -10.5% | +145.4% | -155.9% | -24.4% |
| 3Y | +104.6% | +197.3% | -92.7% | +62.7% |
| 5Y | +64.2% | +614.6% | -550.4% | +3.3% |
| All | +64.3% | +942.9% | -878.5% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling