+570.0%
TLN vs VEU
+72.4%
+497.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -1.0% |
| 7D | +2.0% | -1.9% | +3.9% | +4.5% |
| 30D | -12.9% | -0.7% | -12.2% | -11.9% |
| 3M | -7.4% | +4.9% | -12.3% | -11.8% |
| 6M | -6.0% | +9.8% | -15.9% | -14.4% |
| YTD | -16.9% | +15.3% | -32.2% | -28.0% |
| 1Y | -22.6% | +23.0% | -45.7% | -37.1% |
| 3Y | +469.0% | +73.5% | +395.5% | +264.7% |
| All | +570.0% | +72.4% | +497.6% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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