+87.4%
TPG vs VLTO
+56.4%
+31.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +5.0% | +1.0% | +4.0% | +4.5% |
| 30D | +15.7% | +17.5% | -1.8% | +6.5% |
| 3M | -10.6% | +21.4% | -32.0% | -19.1% |
| 6M | +15.9% | +38.1% | -22.2% | -2.3% |
| YTD | -20.6% | +19.0% | -39.7% | -27.6% |
| 1Y | -11.8% | +20.7% | -32.4% | -20.3% |
| 3Y | +71.6% | +64.3% | +7.3% | +37.7% |
| All | +87.4% | +56.4% | +31.0% | +51.2% |
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