-17.3%
TLN vs VTEB
+0.4%
-17.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.4% | -9.0% | -9.6% |
| 7D | -6.0% | +0.9% | -6.9% | -8.2% |
| 30D | -1.5% | +3.7% | -5.2% | -11.9% |
| 3M | -3.9% | -0.8% | -3.1% | +9.6% |
| 6M | -15.0% | -0.9% | -14.1% | -2.6% |
| YTD | -12.8% | -0.1% | -12.7% | +0.1% |
| 1Y | -17.3% | +0.2% | -17.6% | -6.0% |
| All | -17.3% | +0.4% | -17.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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