+581.7%
TLN vs VCLT
+9.7%
+572.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | +7.1% | -0.5% | +7.6% | +7.4% |
| 30D | -3.9% | -0.9% | -3.0% | -3.4% |
| 3M | -16.2% | -3.2% | -12.9% | -14.4% |
| 6M | -5.8% | -3.8% | -2.0% | -3.6% |
| YTD | -15.4% | -2.0% | -13.4% | -13.9% |
| 1Y | -16.7% | -0.8% | -15.9% | -15.5% |
| 3Y | +473.8% | +12.3% | +461.5% | +465.8% |
| All | +581.7% | +9.7% | +572.0% | +577.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling