+414.7%
TPR vs VLTO
+54.1%
+360.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.2% |
| 7D | +13.9% | +12.0% | +1.9% | +8.9% |
| 30D | +14.9% | +20.8% | -5.9% | +6.6% |
| 3M | -15.4% | +20.1% | -35.5% | -21.4% |
| 6M | -4.5% | +32.6% | -37.1% | -15.3% |
| YTD | +6.0% | +17.3% | -11.3% | -0.6% |
| 1Y | +24.3% | +17.3% | +7.0% | +16.4% |
| 3Y | +412.8% | +66.9% | +345.9% | +315.2% |
| All | +414.7% | +54.1% | +360.5% | +326.4% |
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