+96.0%
TFC vs VLTO
+70.6%
+25.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +2.3% | +1.0% | +1.3% | +1.9% |
| 30D | +10.8% | +17.5% | -6.7% | +4.1% |
| 3M | -3.8% | +21.4% | -25.2% | -10.8% |
| 6M | +9.6% | +38.1% | -28.6% | -4.1% |
| YTD | +5.8% | +19.0% | -13.2% | -1.3% |
| 1Y | +16.2% | +20.7% | -4.5% | +7.4% |
| 3Y | +96.0% | +64.3% | +31.7% | +66.4% |
| All | +96.0% | +70.6% | +25.4% | +66.4% |
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