-76.2%
TELO vs VT
+60.0%
-136.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.2% |
| 7D | +8.2% | +1.0% | +7.2% | +6.8% |
| 30D | +2.6% | -0.2% | +2.8% | +2.9% |
| 3M | -7.0% | +4.5% | -11.6% | -12.2% |
| 6M | -4.8% | +14.1% | -18.9% | -19.4% |
| YTD | -10.5% | +14.8% | -25.3% | -24.5% |
| 1Y | -3.3% | +21.2% | -24.4% | -22.7% |
| All | -76.2% | +60.0% | -136.2% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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