+468.0%
TLN vs VYM
+64.0%
+404.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | +2.0% | -1.9% | +3.8% | +4.4% |
| 30D | -12.9% | -2.6% | -10.4% | -10.0% |
| 3M | -7.4% | +3.6% | -11.0% | -11.6% |
| 6M | -6.0% | +8.7% | -14.7% | -15.1% |
| YTD | -16.9% | +14.1% | -31.0% | -29.1% |
| 1Y | -22.6% | +17.8% | -40.4% | -36.4% |
| All | +468.0% | +64.0% | +404.0% | +275.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling