+580.1%
TLN vs VT
+71.6%
+508.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | +3.0% |
| 7D | -9.4% | -4.2% | -5.2% | -3.6% |
| 30D | -15.2% | -5.8% | -9.4% | -7.2% |
| 3M | -4.1% | -5.2% | +1.1% | +4.4% |
| 6M | -17.8% | +0.1% | -18.0% | -17.0% |
| YTD | -15.6% | +8.2% | -23.9% | -23.4% |
| 1Y | -21.6% | +10.1% | -31.8% | -30.5% |
| 3Y | +497.6% | +69.7% | +427.9% | +283.8% |
| All | +580.1% | +71.6% | +508.4% | +342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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