-16.7%
TLN vs VYM
+21.4%
-38.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.4% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | -3.9% | -0.5% | -3.3% | -3.0% |
| 3M | -16.2% | +3.0% | -19.2% | -20.5% |
| 6M | -5.8% | +8.2% | -14.0% | -17.3% |
| YTD | -15.4% | +15.8% | -31.2% | -33.6% |
| 1Y | -16.7% | +20.8% | -37.5% | -37.5% |
| All | -16.7% | +21.4% | -38.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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