+10.7%
TTMI vs VLTO
+18.3%
-7.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.6% | -10.7% | -9.7% |
| 7D | -19.2% | +13.8% | -33.0% | -11.4% |
| 30D | -44.9% | +21.2% | -66.1% | -37.3% |
| 3M | -44.7% | +21.5% | -66.2% | -36.8% |
| 6M | -53.4% | +33.0% | -86.4% | -46.7% |
| YTD | +6.3% | +17.8% | -11.4% | +30.6% |
| 1Y | +10.7% | +18.1% | -7.4% | +35.5% |
| All | +10.7% | +18.3% | -7.6% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling