+597.9%
TLN vs VLTO
+56.3%
+541.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +1.1% | +1.6% | -0.5% | +0.8% |
| 30D | -4.6% | +22.0% | -26.5% | -8.0% |
| 3M | +5.2% | +21.9% | -16.6% | +1.4% |
| 6M | -6.5% | +36.5% | -43.0% | -13.0% |
| YTD | -3.6% | +19.0% | -22.6% | -6.2% |
| 1Y | -8.2% | +21.0% | -29.2% | -11.4% |
| 3Y | +559.7% | +69.9% | +489.8% | +510.5% |
| All | +597.9% | +56.3% | +541.6% | +540.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling