+329.4%
VLO vs TSLQ
-97.3%
+426.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.0% | +11.2% | +2.9% |
| 7D | +5.8% | -8.6% | +14.3% | +5.4% |
| 30D | +28.3% | -24.9% | +53.2% | +26.8% |
| 3M | +48.7% | -1.5% | +50.3% | +49.9% |
| 6M | +71.9% | -18.1% | +90.0% | +72.1% |
| YTD | +138.7% | -0.1% | +138.8% | +142.7% |
| 1Y | +148.5% | -51.4% | +199.8% | +143.9% |
| 3Y | +192.7% | -95.9% | +288.6% | +172.7% |
| All | +329.4% | -97.3% | +426.7% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TSLQ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling