+65.5%
TDG vs VLTO
+27.2%
+38.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.1% |
| 7D | -2.0% | -2.3% | +0.3% | -1.1% |
| 30D | -7.4% | -0.9% | -6.5% | -7.1% |
| 3M | -5.4% | +13.8% | -19.2% | -10.8% |
| 6M | -11.6% | +2.0% | -13.6% | -12.6% |
| YTD | -12.6% | -3.2% | -9.4% | -11.6% |
| 1Y | -9.3% | -9.2% | -0.2% | -5.9% |
| All | +65.5% | +27.2% | +38.3% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling