-17.3%
TLN vs VO
+16.3%
-33.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.9% | -9.4% | -10.2% |
| 7D | -6.0% | +1.0% | -7.0% | -8.0% |
| 30D | -1.5% | +2.6% | -4.2% | -6.5% |
| 3M | -3.9% | -0.3% | -3.6% | -3.0% |
| 6M | -15.0% | +7.6% | -22.6% | -25.3% |
| YTD | -12.8% | +14.7% | -27.6% | -30.1% |
| 1Y | -17.3% | +16.4% | -33.8% | -34.7% |
| All | -17.3% | +16.3% | -33.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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