-19.8%
TLT vs VLO
+919.7%
-939.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.5% |
| 7D | -0.3% | +6.2% | -6.5% | +0.2% |
| 30D | 0.0% | +23.5% | -23.5% | +1.6% |
| 3M | -2.9% | +53.9% | -56.7% | +0.4% |
| 6M | -6.3% | +81.7% | -87.9% | -1.7% |
| YTD | -3.3% | +142.5% | -145.8% | +3.7% |
| 1Y | -4.2% | +145.4% | -149.6% | +3.0% |
| 3Y | -1.7% | +197.3% | -199.0% | +8.0% |
| 5Y | -34.9% | +614.6% | -649.5% | -21.4% |
| 10Y | -19.8% | +938.9% | -958.7% | +4.4% |
| All | -19.8% | +919.7% | -939.6% | +4.4% |
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