+1,608.3%
TNL vs VT
+355.4%
+1,252.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.3% |
| 7D | +6.6% | -0.1% | +6.7% | +6.7% |
| 30D | +28.3% | -3.1% | +31.4% | +34.2% |
| 3M | +10.5% | -3.5% | +14.0% | +16.2% |
| 6M | +24.3% | +0.5% | +23.8% | +22.1% |
| YTD | +16.9% | +10.8% | +6.1% | -1.2% |
| 1Y | +29.0% | +11.9% | +17.1% | +7.3% |
| 3Y | +160.7% | +73.0% | +87.7% | +14.0% |
| 5Y | +71.8% | +58.6% | +13.2% | -12.1% |
| 10Y | +274.6% | +219.2% | +55.4% | -24.8% |
| All | +1,608.3% | +355.4% | +1,252.9% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling