+142.5%
TD vs VLTO
+57.1%
+85.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -3.1% | +1.5% | -4.6% | -3.3% |
| 30D | +6.7% | +20.9% | -14.3% | +3.3% |
| 3M | +3.1% | +21.4% | -18.3% | -0.2% |
| 6M | +17.6% | +37.6% | -19.9% | +10.9% |
| YTD | +34.8% | +19.5% | +15.2% | +30.8% |
| 1Y | +55.6% | +22.0% | +33.6% | +50.1% |
| 3Y | +133.1% | +70.7% | +62.4% | +107.1% |
| All | +142.5% | +57.1% | +85.4% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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