+337.9%
VLO vs TSLQ
-97.2%
+435.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.2% |
| 7D | +5.3% | -6.6% | +11.9% | +5.0% |
| 30D | +18.2% | -24.3% | +42.5% | +16.8% |
| 3M | +53.3% | -3.6% | +56.9% | +54.2% |
| 6M | +70.4% | -12.0% | +82.4% | +71.4% |
| YTD | +143.4% | +1.4% | +142.0% | +147.7% |
| 1Y | +153.0% | -43.6% | +196.6% | +150.5% |
| 3Y | +195.0% | -95.4% | +290.4% | +176.6% |
| All | +337.9% | -97.2% | +435.1% | +324.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling