+138.3%
TRV vs VLTO
+27.2%
+111.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -0.1% | -2.3% | +2.1% | +0.5% |
| 30D | -3.4% | -0.9% | -2.6% | -3.2% |
| 3M | +26.4% | +13.8% | +12.6% | +22.2% |
| 6M | +19.3% | +2.0% | +17.3% | +18.5% |
| YTD | +28.3% | -3.2% | +31.5% | +29.2% |
| 1Y | +34.3% | -9.2% | +43.5% | +37.9% |
| All | +138.3% | +27.2% | +111.2% | +132.8% |
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 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