-17.3%
TLN vs VIG
+19.5%
-36.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.1% | -10.7% | -11.0% |
| 7D | -6.0% | +2.7% | -8.8% | -9.4% |
| 30D | -1.5% | +7.0% | -8.5% | -10.7% |
| 3M | -3.9% | +4.0% | -7.9% | -9.2% |
| 6M | -15.0% | +12.3% | -27.3% | -28.6% |
| YTD | -12.8% | +16.4% | -29.2% | -30.7% |
| 1Y | -17.3% | +19.2% | -36.6% | -36.6% |
| All | -17.3% | +19.5% | -36.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling