+324.0%
TSM vs VLTO
+54.1%
+269.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.4% | -10.4% | -10.7% |
| 7D | -18.2% | +12.0% | -30.2% | -20.4% |
| 30D | -26.8% | +20.8% | -47.6% | -30.3% |
| 3M | -14.5% | +20.1% | -34.6% | -18.6% |
| 6M | -10.0% | +32.6% | -42.6% | -17.9% |
| YTD | +17.1% | +17.3% | -0.2% | +12.4% |
| 1Y | +21.5% | +17.3% | +4.2% | +16.3% |
| 3Y | +300.4% | +66.9% | +233.5% | +243.7% |
| All | +324.0% | +54.1% | +269.9% | +269.9% |
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 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