+575.3%
TLN vs VLTO
+73.3%
+502.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +7.1% |
| 7D | +9.1% | +2.0% | +7.0% | +8.7% |
| 30D | -4.1% | +21.8% | -25.9% | -8.0% |
| 3M | +4.4% | +20.2% | -15.8% | +0.4% |
| 6M | -6.0% | +36.3% | -42.3% | -13.5% |
| YTD | -3.1% | +18.8% | -22.0% | -6.1% |
| 1Y | -6.1% | +20.4% | -26.5% | -9.6% |
| 3Y | +575.3% | +71.9% | +503.4% | +479.4% |
| All | +575.3% | +73.3% | +502.1% | +479.4% |
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