+271.4%
VLO vs TLN
+583.6%
-312.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.7% | -0.1% |
| 7D | +5.2% | +7.1% | -1.8% | +5.1% |
| 30D | +22.6% | -3.9% | +26.5% | +22.6% |
| 3M | +43.8% | -16.2% | +59.9% | +44.1% |
| 6M | +65.7% | -5.8% | +71.6% | +65.0% |
| YTD | +131.1% | -15.4% | +146.5% | +130.9% |
| 1Y | +143.6% | -16.7% | +160.3% | +143.1% |
| 3Y | +201.4% | +473.8% | -272.4% | +154.3% |
| All | +271.4% | +583.6% | -312.2% | +209.4% |
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