+647.2%
TLN vs VLTO
+55.4%
+591.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | +22.3% | +0.8% | +21.5% | +22.1% |
| 30D | +1.2% | +18.7% | -17.5% | -1.9% |
| 3M | +5.9% | +21.7% | -15.8% | +2.1% |
| 6M | +3.2% | +35.8% | -32.6% | -3.9% |
| YTD | +3.2% | +18.3% | -15.1% | +0.5% |
| 1Y | +5.2% | +20.9% | -15.7% | +1.5% |
| 3Y | +606.3% | +68.8% | +537.4% | +554.2% |
| All | +647.2% | +55.4% | +591.8% | +586.5% |
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