-24.3%
TMF vs VLTO
+18.3%
-42.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.3% |
| 7D | +4.0% | +13.8% | -9.9% | +0.9% |
| 30D | +19.5% | +21.2% | -1.7% | +14.6% |
| 3M | -3.5% | +21.5% | -25.0% | -7.5% |
| 6M | -10.6% | +33.0% | -43.6% | -15.0% |
| YTD | -17.1% | +17.8% | -34.9% | -20.3% |
| 1Y | -24.3% | +18.1% | -42.4% | -27.0% |
| All | -24.3% | +18.3% | -42.6% | -27.0% |
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