+269.7%
TNL vs VT
+223.7%
+46.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | -0.1% |
| 7D | +3.7% | +0.4% | +3.3% | +3.0% |
| 30D | +25.0% | -2.6% | +27.6% | +30.1% |
| 3M | +3.0% | -3.2% | +6.3% | +8.1% |
| 6M | +21.1% | +0.9% | +20.2% | +18.0% |
| YTD | +13.9% | +11.3% | +2.6% | -5.5% |
| 1Y | +27.8% | +14.0% | +13.8% | +2.0% |
| 3Y | +156.2% | +75.8% | +80.3% | +2.6% |
| 5Y | +64.7% | +57.8% | +6.8% | -19.1% |
| 10Y | +269.7% | +219.8% | +49.9% | -27.3% |
| All | +269.7% | +223.7% | +46.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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