+429.1%
TTMI vs VLTO
+70.6%
+358.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.9% |
| 7D | +11.4% | +1.0% | +10.4% | +11.3% |
| 30D | -28.3% | +17.5% | -45.8% | -29.1% |
| 3M | -46.7% | +21.4% | -68.1% | -47.6% |
| 6M | -56.1% | +38.1% | -94.2% | -59.5% |
| YTD | +7.4% | +19.0% | -11.7% | +6.6% |
| 1Y | +17.4% | +20.7% | -3.3% | +15.7% |
| 3Y | +429.1% | +64.3% | +364.9% | +332.5% |
| All | +429.1% | +70.6% | +358.5% | +332.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling