+127.5%
TNA vs VLTO
+56.3%
+71.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -0.5% | +1.6% | -2.1% | -2.0% |
| 30D | -0.7% | +22.0% | -22.7% | -20.9% |
| 3M | -21.5% | +21.9% | -43.4% | -37.5% |
| 6M | -11.2% | +36.5% | -47.8% | -40.0% |
| YTD | +27.0% | +19.0% | +8.0% | +2.2% |
| 1Y | +28.0% | +21.0% | +7.1% | +0.1% |
| 3Y | +142.9% | +69.9% | +73.0% | +44.6% |
| All | +127.5% | +56.3% | +71.2% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling