+28.6%
TW vs VLTO
+26.2%
+2.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.8% |
| 7D | -3.5% | -1.6% | -1.9% | -3.0% |
| 30D | +0.5% | -2.9% | +3.4% | +1.3% |
| 3M | +4.9% | +12.7% | -7.7% | +1.5% |
| 6M | -17.1% | +1.6% | -18.7% | -17.7% |
| YTD | -3.9% | -4.0% | +0.1% | -3.2% |
| 1Y | -13.3% | -10.2% | -3.1% | -11.2% |
| All | +28.6% | +26.2% | +2.4% | +25.7% |
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