+366.7%
TSM vs VLTO
+56.1%
+310.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | -2.5% | +2.0% | -4.6% | -2.9% |
| 30D | -14.3% | +21.8% | -36.1% | -18.5% |
| 3M | -7.2% | +20.2% | -27.4% | -11.6% |
| 6M | -5.1% | +36.3% | -41.5% | -14.2% |
| YTD | +28.9% | +18.8% | +10.1% | +23.4% |
| 1Y | +37.1% | +20.4% | +16.7% | +30.0% |
| 3Y | +341.5% | +71.9% | +269.6% | +276.2% |
| All | +366.7% | +56.1% | +310.6% | +306.0% |
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