+86.2%
TFC vs VLTO
+69.5%
+16.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +1.2% | +5.4% | -4.2% | -0.7% |
| 30D | +8.3% | +22.3% | -14.0% | +0.3% |
| 3M | -5.2% | +19.6% | -24.8% | -11.6% |
| 6M | -0.8% | +35.2% | -35.9% | -12.3% |
| YTD | +3.4% | +17.9% | -14.4% | -3.1% |
| 1Y | +17.0% | +19.5% | -2.5% | +8.6% |
| 3Y | +86.2% | +73.9% | +12.2% | +59.1% |
| All | +86.2% | +69.5% | +16.7% | +59.1% |
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 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