-13.7%
TRI vs VLTO
+26.2%
-39.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.1% |
| 7D | -7.1% | -1.6% | -5.5% | -6.3% |
| 30D | -2.3% | -2.9% | +0.5% | -0.9% |
| 3M | +19.6% | +12.7% | +6.9% | +14.4% |
| 6M | -8.7% | +1.6% | -10.3% | -9.3% |
| YTD | -22.3% | -4.0% | -18.3% | -21.2% |
| 1Y | -40.7% | -10.2% | -30.5% | -38.9% |
| All | -13.7% | +26.2% | -39.9% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling