+29.5%
TPR vs VLTO
+20.4%
+9.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.3% |
| 7D | +12.1% | +1.6% | +10.4% | +11.9% |
| 30D | +16.7% | +22.0% | -5.3% | +14.3% |
| 3M | -17.4% | +21.9% | -39.3% | -19.0% |
| 6M | +2.3% | +36.5% | -34.2% | -0.9% |
| YTD | +7.1% | +19.0% | -11.8% | +7.6% |
| 1Y | +29.5% | +21.0% | +8.5% | +29.8% |
| All | +29.5% | +20.4% | +9.1% | +29.8% |
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 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