-31.5%
TMF vs VLTO
+56.4%
-87.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -9.3% | +1.0% | -10.3% | -9.5% |
| 30D | +1.9% | +17.5% | -15.5% | -1.9% |
| 3M | -11.2% | +21.4% | -32.6% | -15.2% |
| 6M | -17.7% | +38.1% | -55.8% | -23.5% |
| YTD | -24.5% | +19.0% | -43.5% | -27.6% |
| 1Y | -29.4% | +20.7% | -50.1% | -32.6% |
| 3Y | -33.4% | +64.3% | -97.7% | -39.1% |
| All | -31.5% | +56.4% | -87.9% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling