+676.7%
TLN vs VCLT
+8.2%
+668.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | 0.0% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | -4.6% | +2.3% | -6.9% | -6.0% |
| 3M | +5.2% | -1.1% | +6.3% | +5.8% |
| 6M | -6.5% | -4.2% | -2.4% | -4.1% |
| YTD | -3.6% | -3.4% | -0.3% | -1.2% |
| 1Y | -8.2% | -3.8% | -4.5% | -5.7% |
| 3Y | +559.7% | +14.7% | +545.0% | +544.7% |
| All | +676.7% | +8.2% | +668.5% | +677.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling