+63.0%
TDG vs VLTO
+26.2%
+36.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.1% |
| 7D | -0.9% | -1.6% | +0.6% | -0.3% |
| 30D | -6.5% | -2.9% | -3.7% | -5.4% |
| 3M | -5.1% | +12.7% | -17.7% | -10.2% |
| 6M | -11.5% | +1.6% | -13.1% | -12.4% |
| YTD | -13.9% | -4.0% | -9.9% | -12.6% |
| 1Y | -11.5% | -10.2% | -1.3% | -7.7% |
| All | +63.0% | +26.2% | +36.9% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling