+486.7%
TLN vs VT
+69.4%
+417.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | +3.5% |
| 7D | -9.4% | -4.2% | -5.2% | -3.2% |
| 30D | -15.2% | -5.8% | -9.4% | -6.6% |
| 3M | -4.1% | -5.2% | +1.1% | +5.0% |
| 6M | -17.8% | +0.1% | -18.0% | -17.1% |
| YTD | -15.6% | +8.2% | -23.9% | -24.4% |
| 1Y | -21.6% | +10.1% | -31.8% | -31.5% |
| All | +486.7% | +69.4% | +417.3% | +253.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling