+680.9%
TLN vs VIG
+70.7%
+610.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +4.3% |
| 7D | +9.1% | +0.4% | +8.6% | +8.2% |
| 30D | -4.1% | +4.3% | -8.3% | -9.3% |
| 3M | +4.4% | +2.0% | +2.4% | +1.5% |
| 6M | -6.0% | +10.2% | -16.2% | -17.0% |
| YTD | -3.1% | +14.8% | -17.9% | -18.5% |
| 1Y | -6.1% | +17.5% | -23.5% | -23.1% |
| 3Y | +575.3% | +67.4% | +507.9% | +343.3% |
| All | +680.9% | +70.7% | +610.3% | +423.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling