+22.5%
TMO vs VLTO
+24.3%
-1.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -0.6% | -2.3% | +1.6% | +0.5% |
| 30D | +1.1% | -2.7% | +3.8% | +2.5% |
| 3M | +28.3% | +14.0% | +14.3% | +20.2% |
| 6M | +23.3% | +3.3% | +20.0% | +21.0% |
| YTD | +5.5% | -5.4% | +10.9% | +7.9% |
| 1Y | +24.5% | -13.3% | +37.8% | +33.1% |
| All | +22.5% | +24.3% | -1.8% | +13.9% |
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