+581.7%
TLN vs VIG
+65.1%
+516.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +4.3% |
| 7D | +7.1% | -0.4% | +7.5% | +7.6% |
| 30D | -3.9% | -1.0% | -2.9% | -2.8% |
| 3M | -16.2% | +2.8% | -18.9% | -19.1% |
| 6M | -5.8% | +8.2% | -14.0% | -14.5% |
| YTD | -15.4% | +11.0% | -26.5% | -25.6% |
| 1Y | -16.7% | +16.1% | -32.8% | -30.3% |
| 3Y | +473.8% | +56.2% | +417.6% | +299.5% |
| All | +581.7% | +65.1% | +516.7% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling