+902.7%
TTMI vs VLTO
+26.2%
+876.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.2% |
| 7D | +12.2% | -1.6% | +13.7% | +12.5% |
| 30D | -5.7% | -2.9% | -2.9% | -5.2% |
| 3M | -27.5% | +12.7% | -40.2% | -31.8% |
| 6M | +47.1% | +1.6% | +45.6% | +45.1% |
| YTD | +87.5% | -4.0% | +91.4% | +89.9% |
| 1Y | +175.2% | -10.2% | +185.4% | +187.1% |
| All | +902.7% | +26.2% | +876.6% | +756.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling