-90.2%
TELO vs VT
+54.8%
-145.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | -30.8% | +2.4% | -33.2% | -32.8% |
| 30D | -53.2% | -1.5% | -51.7% | -52.1% |
| 3M | -53.2% | -4.1% | -49.1% | -50.4% |
| 6M | -60.1% | +0.6% | -60.6% | -60.2% |
| YTD | -63.1% | +11.0% | -74.1% | -67.4% |
| 1Y | -62.2% | +13.3% | -75.6% | -67.4% |
| All | -90.2% | +54.8% | -145.0% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling