+495.0%
TLN vs VCLT
+12.2%
+482.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +10.9% | +0.3% | +10.6% | +10.7% |
| 30D | -6.3% | -0.6% | -5.7% | -6.0% |
| 3M | -10.7% | -2.2% | -8.4% | -9.3% |
| 6M | +1.6% | -2.9% | +4.5% | +3.7% |
| YTD | -13.1% | -2.1% | -11.0% | -11.4% |
| 1Y | -15.1% | -2.6% | -12.5% | -13.3% |
| 3Y | +495.0% | +12.5% | +482.5% | +485.9% |
| All | +495.0% | +12.2% | +482.8% | +485.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling