-15.1%
TLN vs VO
+14.5%
-29.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +3.8% |
| 7D | +10.9% | +0.6% | +10.3% | +9.5% |
| 30D | -6.3% | -1.1% | -5.2% | -4.1% |
| 3M | -10.7% | +4.5% | -15.2% | -17.3% |
| 6M | +1.6% | +11.1% | -9.4% | -14.1% |
| YTD | -13.1% | +13.5% | -26.6% | -28.7% |
| 1Y | -15.1% | +14.5% | -29.5% | -29.1% |
| All | -15.1% | +14.5% | -29.5% | -29.1% |
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