-10.5%
T vs VLO
+150.4%
-160.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.8% |
| 7D | -3.1% | +6.2% | -9.3% | -3.2% |
| 30D | +4.6% | +23.5% | -18.9% | +4.2% |
| 3M | +12.2% | +53.9% | -41.6% | +11.2% |
| 6M | -6.5% | +81.7% | -88.1% | -7.0% |
| YTD | +4.9% | +142.5% | -137.6% | +6.3% |
| 1Y | -10.5% | +145.4% | -155.9% | -8.0% |
| All | -10.5% | +150.4% | -160.9% | -8.0% |
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