+413.7%
TSM vs VLTO
+27.2%
+386.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | +2.7% | -2.3% | +5.0% | +3.4% |
| 30D | +3.6% | -0.9% | +4.5% | +3.8% |
| 3M | -3.4% | +13.8% | -17.2% | -8.6% |
| 6M | +20.6% | +2.0% | +18.6% | +19.3% |
| YTD | +41.9% | -3.2% | +45.1% | +43.3% |
| 1Y | +84.4% | -9.2% | +93.5% | +91.1% |
| All | +413.7% | +27.2% | +386.5% | +371.4% |
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