+84.5%
TEL vs VLTO
+56.3%
+28.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.9% | +1.6% | -2.5% | -1.5% |
| 30D | -0.2% | +22.0% | -22.2% | -7.5% |
| 3M | +2.0% | +21.9% | -19.9% | -5.4% |
| 6M | +6.4% | +36.5% | -30.1% | -6.1% |
| YTD | -3.2% | +19.0% | -22.2% | -9.7% |
| 1Y | -11.2% | +21.0% | -32.1% | -17.8% |
| 3Y | +79.8% | +69.9% | +9.9% | +50.8% |
| All | +84.5% | +56.3% | +28.2% | +61.1% |
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