+199.0%
VLO vs TLN
+538.9%
-339.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.4% | -1.6% |
| 7D | -13.3% | -1.3% | -12.0% | -13.3% |
| 30D | -18.3% | -10.5% | -7.8% | -18.1% |
| 3M | +14.3% | +0.1% | +14.2% | +14.2% |
| 6M | +47.6% | -17.4% | +65.0% | +48.3% |
| YTD | +116.0% | -9.7% | +125.6% | +115.3% |
| 1Y | +101.0% | -12.3% | +113.3% | +100.7% |
| 3Y | +199.0% | +528.3% | -329.3% | +132.7% |
| All | +199.0% | +538.9% | -339.9% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling