-12.5%
TDG vs VLTO
-10.5%
-1.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | -2.7% | -4.5% | +1.9% | -0.7% |
| 30D | -9.3% | -4.6% | -4.7% | -7.4% |
| 3M | -7.1% | +13.3% | -20.3% | -12.8% |
| 6M | -11.2% | +2.1% | -13.3% | -11.8% |
| YTD | -15.3% | -6.1% | -9.2% | -11.9% |
| 1Y | -12.5% | -11.4% | -1.1% | -7.0% |
| All | -12.5% | -10.5% | -1.9% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling