+873.6%
TTMI vs VLTO
+27.2%
+846.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.5% | +9.2% |
| 7D | +5.9% | -2.3% | +8.1% | +6.4% |
| 30D | -4.3% | -0.9% | -3.4% | -4.2% |
| 3M | -32.0% | +13.8% | -45.9% | -36.3% |
| 6M | +19.5% | +2.0% | +17.5% | +17.8% |
| YTD | +82.0% | -3.2% | +85.2% | +84.1% |
| 1Y | +172.6% | -9.2% | +181.8% | +183.4% |
| All | +873.6% | +27.2% | +846.5% | +729.8% |
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