-1.2%
TLN vs VIG
+11.4%
-12.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.0% |
| 7D | +15.9% | -0.3% | +16.2% | +15.7% |
| 30D | -0.3% | +4.9% | -5.2% | -7.1% |
| 3M | +5.8% | +2.9% | +2.9% | +1.4% |
| 6M | -1.2% | +11.2% | -12.5% | -25.4% |
| All | -1.2% | +11.4% | -12.7% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling