+283.5%
VLO vs TLN
+602.5%
-318.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +3.2% |
| 7D | +5.8% | +10.9% | -5.1% | +5.5% |
| 30D | +28.3% | -6.3% | +34.6% | +28.5% |
| 3M | +48.7% | -10.7% | +59.4% | +48.9% |
| 6M | +71.9% | +1.6% | +70.3% | +70.5% |
| YTD | +138.7% | -13.1% | +151.8% | +138.3% |
| 1Y | +148.5% | -15.1% | +163.5% | +148.0% |
| 3Y | +192.7% | +495.0% | -302.4% | +146.8% |
| All | +283.5% | +602.5% | -318.9% | +219.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling