+65.2%
V vs TLN
+602.5%
-537.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.8% |
| 7D | -1.1% | +10.9% | -12.0% | -1.3% |
| 30D | +1.9% | -6.3% | +8.2% | +2.0% |
| 3M | +15.5% | -10.7% | +26.2% | +15.6% |
| 6M | +16.6% | +1.6% | +15.0% | +15.8% |
| YTD | +5.7% | -13.1% | +18.8% | +5.6% |
| 1Y | +8.6% | -15.1% | +23.6% | +8.3% |
| 3Y | +52.5% | +495.0% | -442.5% | +34.2% |
| All | +65.2% | +602.5% | -537.3% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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