+257.4%
VLO vs TLN
+683.0%
-425.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.2% | -4.3% | +2.7% |
| 7D | -6.5% | +9.1% | -15.5% | -6.7% |
| 30D | -17.8% | -4.1% | -13.7% | -17.7% |
| 3M | +19.6% | +4.4% | +15.2% | +19.3% |
| 6M | +49.3% | -6.0% | +55.3% | +49.2% |
| YTD | +122.4% | -3.1% | +125.5% | +121.2% |
| 1Y | +107.4% | -6.1% | +113.5% | +106.7% |
| 3Y | +223.1% | +575.3% | -352.3% | +170.9% |
| All | +257.4% | +683.0% | -425.7% | +196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling