+495.0%
TLN vs VIG
+57.1%
+437.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.8% |
| 7D | +10.9% | -0.4% | +11.3% | +11.4% |
| 30D | -6.3% | -2.1% | -4.2% | -3.8% |
| 3M | -10.7% | +3.3% | -14.0% | -14.6% |
| 6M | +1.6% | +9.3% | -7.7% | -9.3% |
| YTD | -13.1% | +10.1% | -23.2% | -23.2% |
| 1Y | -15.1% | +14.7% | -29.8% | -28.4% |
| 3Y | +495.0% | +56.9% | +438.1% | +309.9% |
| All | +495.0% | +57.1% | +437.9% | +309.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling