-42.5%
TRI vs VLTO
-10.6%
-31.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.1% |
| 7D | -8.4% | -2.6% | -5.8% | -6.0% |
| 30D | -6.5% | -2.5% | -4.0% | -4.1% |
| 3M | +18.6% | +10.1% | +8.5% | +10.9% |
| 6M | -10.4% | +1.0% | -11.4% | -11.0% |
| YTD | -23.7% | -4.8% | -18.9% | -20.6% |
| 1Y | -42.5% | -9.3% | -33.1% | -39.1% |
| All | -42.5% | -10.6% | -31.9% | -39.1% |
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