-4.6%
TLT vs VLO
+107.6%
-112.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | +0.2% |
| 7D | +0.3% | -6.5% | +6.8% | -0.1% |
| 30D | +5.1% | -17.8% | +22.9% | +3.9% |
| 3M | -0.2% | +19.6% | -19.8% | +1.4% |
| 6M | -2.9% | +49.3% | -52.2% | +0.4% |
| YTD | -2.7% | +122.4% | -125.1% | +1.1% |
| All | -4.6% | +107.6% | -112.1% | -1.2% |
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