+70.3%
TGT vs VLTO
+26.2%
+44.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | -0.6% | -1.6% | +0.9% | -0.1% |
| 30D | +9.5% | -2.9% | +12.4% | +10.6% |
| 3M | +32.3% | +12.7% | +19.6% | +26.6% |
| 6M | +37.0% | +1.6% | +35.4% | +35.8% |
| YTD | +71.0% | -4.0% | +75.0% | +72.7% |
| 1Y | +85.0% | -10.2% | +95.2% | +91.8% |
| All | +70.3% | +26.2% | +44.2% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling