+350.9%
TSM vs VLTO
+54.8%
+296.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.2% |
| 7D | -7.6% | +5.4% | -12.9% | -8.6% |
| 30D | -20.5% | +22.3% | -42.8% | -24.6% |
| 3M | -10.0% | +19.6% | -29.6% | -14.1% |
| 6M | -10.1% | +35.2% | -45.2% | -18.5% |
| YTD | +24.5% | +17.9% | +6.7% | +19.4% |
| 1Y | +31.2% | +19.5% | +11.7% | +24.6% |
| 3Y | +322.0% | +73.9% | +248.1% | +258.6% |
| All | +350.9% | +54.8% | +296.0% | +292.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling