+572.6%
TLN vs VYM
+74.2%
+498.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | -1.3% | -0.8% | -0.5% | -0.4% |
| 30D | -14.3% | -2.2% | -12.1% | -11.9% |
| 3M | -9.3% | +3.1% | -12.4% | -12.7% |
| 6M | -1.1% | +9.7% | -10.8% | -11.3% |
| YTD | -16.6% | +14.9% | -31.5% | -28.9% |
| 1Y | -22.0% | +17.6% | -39.6% | -35.2% |
| 3Y | +470.2% | +65.3% | +404.9% | +286.0% |
| All | +572.6% | +74.2% | +498.3% | +357.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling