+66.1%
T vs VLO
+577.3%
-511.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.5% |
| 7D | -1.5% | +5.8% | -7.3% | -1.9% |
| 30D | +7.6% | +28.3% | -20.7% | +5.7% |
| 3M | +15.3% | +48.7% | -33.4% | +11.9% |
| 6M | -8.5% | +71.9% | -80.4% | -12.2% |
| YTD | +6.8% | +138.7% | -131.9% | -0.2% |
| 1Y | -7.2% | +148.5% | -155.7% | -13.7% |
| 3Y | +108.2% | +192.7% | -84.4% | +88.4% |
| 5Y | +66.1% | +601.6% | -535.6% | +28.5% |
| All | +66.1% | +577.3% | -511.2% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling