-12.3%
TLN vs VLTO
+18.3%
-30.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +7.2% |
| 7D | -1.3% | +5.4% | -6.7% | -0.2% |
| 30D | -10.5% | +22.3% | -32.8% | -7.2% |
| 3M | +0.1% | +19.6% | -19.5% | +3.5% |
| 6M | -17.4% | +35.2% | -52.6% | -14.4% |
| YTD | -9.7% | +17.9% | -27.5% | -3.3% |
| 1Y | -12.3% | +19.5% | -31.8% | -5.8% |
| All | -12.3% | +18.3% | -30.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling