-90.0%
TELO vs VT
+55.3%
-145.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.0% | -0.6% | -15.4% | -15.2% |
| 7D | -35.9% | +2.9% | -38.8% | -38.1% |
| 30D | -54.1% | -2.5% | -51.6% | -52.4% |
| 3M | -55.0% | -3.3% | -51.6% | -52.8% |
| 6M | -60.3% | +1.5% | -61.8% | -60.9% |
| YTD | -62.4% | +11.4% | -73.8% | -66.9% |
| 1Y | -63.0% | +11.9% | -74.9% | -67.5% |
| All | -90.0% | +55.3% | -145.3% | -93.4% |
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