+55.9%
TNA vs VLTO
-10.6%
+66.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -3.6% | -2.6% | -1.0% | -2.6% |
| 30D | -10.1% | -2.5% | -7.6% | -9.1% |
| 3M | +2.7% | +10.1% | -7.4% | -3.0% |
| 6M | +38.4% | +1.0% | +37.4% | +40.1% |
| YTD | +45.4% | -4.8% | +50.2% | +54.3% |
| 1Y | +55.9% | -9.3% | +65.3% | +74.7% |
| All | +55.9% | -10.6% | +66.5% | +74.7% |
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