+600.6%
TLN vs VYM
+74.9%
+525.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.3% |
| 7D | +10.9% | +0.1% | +10.8% | +10.7% |
| 30D | -6.3% | -1.3% | -5.0% | -4.8% |
| 3M | -10.7% | +4.1% | -14.8% | -15.0% |
| 6M | +1.6% | +9.8% | -8.2% | -8.9% |
| YTD | -13.1% | +15.3% | -28.4% | -26.3% |
| 1Y | -15.1% | +20.0% | -35.1% | -31.0% |
| 3Y | +495.0% | +66.2% | +428.8% | +300.8% |
| All | +600.6% | +74.9% | +525.7% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling