-12.2%
TLT vs VLO
+779.3%
-791.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.3% |
| 7D | -2.7% | +6.8% | -9.5% | -2.2% |
| 30D | +2.2% | -17.9% | +20.0% | +0.8% |
| 3M | -1.7% | +13.5% | -15.3% | -0.6% |
| 6M | -4.0% | +53.0% | -57.0% | -0.6% |
| YTD | -4.9% | +133.7% | -138.7% | +1.7% |
| 1Y | -7.4% | +115.7% | -123.1% | -1.4% |
| 3Y | +3.0% | +231.9% | -228.9% | +14.2% |
| 5Y | -35.1% | +471.6% | -506.7% | -23.3% |
| All | -12.2% | +779.3% | -791.5% | +7.5% |
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 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