+680.9%
TLN vs VO
+65.8%
+615.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.7% | +4.5% | +3.3% |
| 7D | +9.1% | -0.1% | +9.2% | +9.2% |
| 30D | -4.1% | +0.5% | -4.6% | -4.8% |
| 3M | +4.4% | -1.0% | +5.5% | +6.4% |
| 6M | -6.0% | +6.4% | -12.4% | -12.9% |
| YTD | -3.1% | +13.6% | -16.7% | -17.1% |
| 1Y | -6.1% | +14.5% | -20.5% | -20.3% |
| 3Y | +575.3% | +67.2% | +508.1% | +370.3% |
| All | +680.9% | +65.8% | +615.1% | +455.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling