+512.6%
TLN vs VLTO
+27.2%
+485.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.1% |
| 7D | +7.1% | -2.3% | +9.3% | +7.6% |
| 30D | -3.9% | -0.9% | -3.0% | -3.7% |
| 3M | -16.2% | +13.8% | -30.0% | -19.5% |
| 6M | -5.8% | +2.0% | -7.8% | -6.4% |
| YTD | -15.4% | -3.2% | -12.2% | -14.5% |
| 1Y | -16.7% | -9.2% | -7.5% | -14.0% |
| All | +512.6% | +27.2% | +485.4% | +484.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling