+528.3%
TLN vs VLTO
+69.5%
+458.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +7.0% |
| 7D | -1.3% | +5.4% | -6.7% | -2.3% |
| 30D | -10.5% | +22.3% | -32.8% | -14.3% |
| 3M | +0.1% | +19.6% | -19.5% | -3.7% |
| 6M | -17.4% | +35.2% | -52.6% | -23.9% |
| YTD | -9.7% | +17.9% | -27.5% | -12.3% |
| 1Y | -12.3% | +19.5% | -31.8% | -15.5% |
| 3Y | +528.3% | +73.9% | +454.4% | +437.6% |
| All | +528.3% | +69.5% | +458.8% | +437.6% |
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