+315.8%
VLO vs TSLQ
-97.0%
+412.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | +0.6% |
| 7D | +5.2% | -5.8% | +11.0% | +5.0% |
| 30D | +22.6% | -22.1% | +44.7% | +21.3% |
| 3M | +43.8% | +10.1% | +33.7% | +45.8% |
| 6M | +65.7% | -6.8% | +72.5% | +67.1% |
| YTD | +131.1% | +8.5% | +122.6% | +135.9% |
| 1Y | +143.6% | -49.7% | +193.4% | +139.4% |
| 3Y | +201.4% | -95.6% | +297.0% | +181.8% |
| All | +315.8% | -97.0% | +412.9% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling