+61.8%
TW vs VLTO
+56.3%
+5.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.1% | +1.6% | +1.5% | +2.6% |
| 30D | +16.7% | +22.0% | -5.3% | +9.6% |
| 3M | +25.2% | +21.9% | +3.3% | +17.5% |
| 6M | +19.5% | +36.5% | -17.1% | +8.7% |
| YTD | +21.0% | +19.0% | +2.0% | +13.9% |
| 1Y | +19.0% | +21.0% | -2.0% | +11.4% |
| 3Y | +40.7% | +69.9% | -29.2% | +26.0% |
| All | +61.8% | +56.3% | +5.5% | +47.9% |
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