+1,501.6%
TNL vs VT
+346.0%
+1,155.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | 0.0% |
| 7D | +5.1% | -2.3% | +7.4% | +8.7% |
| 30D | +19.8% | -5.0% | +24.7% | +29.0% |
| 3M | -1.7% | -4.9% | +3.2% | +5.6% |
| 6M | +18.0% | -1.5% | +19.5% | +19.4% |
| YTD | +9.6% | +8.5% | +1.1% | -4.4% |
| 1Y | +25.5% | +11.4% | +14.1% | +5.1% |
| 3Y | +142.8% | +70.1% | +72.7% | +8.9% |
| 5Y | +54.7% | +53.7% | +1.0% | -17.1% |
| 10Y | +276.8% | +220.0% | +56.9% | -24.5% |
| All | +1,501.6% | +346.0% | +1,155.6% | +103.7% |
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