+714.4%
TLN vs VCLT
+9.0%
+705.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.6% | +4.7% |
| 7D | +15.9% | -0.6% | +16.5% | +16.3% |
| 30D | -0.3% | +2.8% | -3.1% | -2.0% |
| 3M | +5.8% | -0.4% | +6.2% | +6.0% |
| 6M | -1.2% | -3.1% | +1.9% | +0.7% |
| YTD | +1.0% | -2.7% | +3.7% | +3.2% |
| 1Y | +1.1% | -3.7% | +4.8% | +3.6% |
| 3Y | +591.7% | +15.6% | +576.1% | +573.1% |
| All | +714.4% | +9.0% | +705.4% | +711.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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