-11.3%
TRI vs VLTO
+72.9%
-84.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -1.6% | +1.6% | -3.2% | -2.5% |
| 30D | +5.0% | +22.0% | -16.9% | -5.9% |
| 3M | +4.6% | +21.9% | -17.3% | -6.1% |
| 6M | +18.3% | +36.5% | -18.2% | +1.2% |
| YTD | -14.7% | +19.0% | -33.7% | -23.1% |
| 1Y | -16.7% | +21.0% | -37.7% | -25.3% |
| 3Y | -11.3% | +69.9% | -81.2% | -19.8% |
| All | -11.3% | +72.9% | -84.3% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling