-12.5%
TLT vs VLO
+791.1%
-803.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | +0.3% |
| 7D | +0.3% | -6.5% | +6.8% | -0.2% |
| 30D | +5.1% | -17.8% | +22.9% | +3.7% |
| 3M | -0.2% | +19.6% | -19.8% | +1.3% |
| 6M | -2.9% | +49.3% | -52.2% | +0.3% |
| YTD | -2.7% | +122.4% | -125.1% | +3.8% |
| 1Y | -4.6% | +107.4% | -112.0% | +1.2% |
| 3Y | +6.1% | +223.1% | -217.0% | +17.4% |
| 5Y | -35.1% | +432.2% | -467.4% | -23.8% |
| 10Y | -12.5% | +743.6% | -756.1% | +6.9% |
| All | -12.5% | +791.1% | -803.5% | +6.9% |
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