+128.4%
TLT vs VLO
+8,363.0%
-8,234.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.5% |
| 7D | -0.3% | -9.5% | +9.2% | -1.1% |
| 30D | +3.7% | -19.1% | +22.9% | +2.0% |
| 3M | -0.7% | +11.4% | -12.0% | +0.5% |
| 6M | -4.2% | +46.7% | -50.9% | -0.6% |
| YTD | -4.0% | +118.6% | -122.6% | +3.3% |
| 1Y | -5.8% | +99.9% | -105.7% | +0.6% |
| 3Y | +4.1% | +210.5% | -206.4% | +16.6% |
| 5Y | -34.8% | +432.7% | -467.5% | -22.0% |
| 10Y | -12.3% | +717.1% | -729.5% | +14.1% |
| All | +128.4% | +8,363.0% | -8,234.6% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling