+118.0%
TT vs VLTO
+57.1%
+60.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | -11.0% | +20.9% | -32.0% | -15.7% |
| 3M | -12.0% | +21.4% | -33.4% | -16.8% |
| 6M | -10.4% | +37.6% | -48.0% | -19.0% |
| YTD | +9.9% | +19.5% | -9.6% | +4.2% |
| 1Y | +1.5% | +22.0% | -20.5% | -4.8% |
| 3Y | +93.7% | +70.7% | +23.0% | +69.5% |
| All | +118.0% | +57.1% | +60.9% | +95.5% |
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