+87.7%
TPG vs VLTO
+25.1%
+62.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | -6.5% | -2.6% | -4.0% | -5.2% |
| 30D | +0.1% | -2.5% | +2.5% | +1.4% |
| 3M | +14.5% | +10.1% | +4.4% | +8.6% |
| 6M | +17.3% | +1.0% | +16.3% | +16.5% |
| YTD | -20.5% | -4.8% | -15.7% | -18.6% |
| 1Y | -13.2% | -9.3% | -3.9% | -8.8% |
| All | +87.7% | +25.1% | +62.6% | +70.0% |
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