+57.7%
TNL vs VT
+53.4%
+4.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.1% |
| 7D | +5.1% | -2.3% | +7.4% | +8.5% |
| 30D | +19.8% | -5.0% | +24.7% | +28.4% |
| 3M | -1.7% | -4.9% | +3.2% | +5.2% |
| 6M | +18.0% | -1.5% | +19.5% | +19.3% |
| YTD | +9.6% | +8.5% | +1.1% | -4.2% |
| 1Y | +25.5% | +11.4% | +14.1% | +5.4% |
| 3Y | +142.8% | +70.1% | +72.7% | +9.8% |
| All | +57.7% | +53.4% | +4.3% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling