+71.9%
TEL vs VLTO
+69.5%
+2.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -2.8% | +5.4% | -8.2% | -4.6% |
| 30D | -4.1% | +22.3% | -26.4% | -11.2% |
| 3M | -3.4% | +19.6% | -23.0% | -9.8% |
| 6M | -3.5% | +35.2% | -38.6% | -14.7% |
| YTD | -8.0% | +17.9% | -25.9% | -13.8% |
| 1Y | -13.7% | +19.5% | -33.2% | -19.8% |
| 3Y | +71.9% | +73.9% | -2.0% | +51.7% |
| All | +71.9% | +69.5% | +2.4% | +51.7% |
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 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