+84.5%
TEL vs VLTO
+55.4%
+29.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +5.6% | +0.8% | +4.7% | +5.3% |
| 30D | +0.9% | +18.7% | -17.8% | -5.4% |
| 3M | +2.1% | +21.7% | -19.6% | -5.3% |
| 6M | +2.7% | +35.8% | -33.1% | -9.3% |
| YTD | -3.2% | +18.3% | -21.5% | -9.4% |
| 1Y | -10.6% | +20.9% | -31.5% | -17.3% |
| 3Y | +79.8% | +68.8% | +11.0% | +51.2% |
| All | +84.5% | +55.4% | +29.2% | +61.5% |
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