-27.3%
TMF vs VLTO
+57.1%
-84.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.4% | +1.5% | -4.9% | -3.7% |
| 30D | +11.5% | +20.9% | -9.4% | +6.7% |
| 3M | -4.5% | +21.4% | -25.9% | -8.8% |
| 6M | -15.0% | +37.6% | -52.6% | -20.9% |
| YTD | -19.9% | +19.5% | -39.4% | -23.3% |
| 1Y | -26.6% | +22.0% | -48.6% | -30.1% |
| 3Y | -29.8% | +70.7% | -100.5% | -36.0% |
| All | -27.3% | +57.1% | -84.4% | -36.9% |
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