-16.7%
TLN vs VO
+15.8%
-32.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +4.2% |
| 7D | +7.1% | -0.3% | +7.3% | +7.6% |
| 30D | -3.9% | -0.3% | -3.6% | -2.9% |
| 3M | -16.2% | +2.9% | -19.1% | -20.2% |
| 6M | -5.8% | +9.3% | -15.2% | -18.5% |
| YTD | -15.4% | +14.2% | -29.6% | -31.2% |
| 1Y | -16.7% | +15.3% | -31.9% | -31.0% |
| All | -16.7% | +15.8% | -32.5% | -31.0% |
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