+378.8%
TSM vs VLTO
+56.4%
+322.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +6.2% | +1.0% | +5.2% | +6.0% |
| 30D | -7.3% | +17.5% | -24.7% | -10.9% |
| 3M | -7.1% | +21.4% | -28.5% | -11.7% |
| 6M | +0.2% | +38.1% | -37.9% | -9.8% |
| YTD | +32.2% | +19.0% | +13.2% | +26.6% |
| 1Y | +42.8% | +20.7% | +22.1% | +35.4% |
| 3Y | +330.4% | +64.3% | +266.1% | +271.0% |
| All | +378.8% | +56.4% | +322.4% | +316.4% |
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