+73.3%
VEA vs TLN
+571.8%
-498.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | -2.1% | +2.0% | -4.0% | -2.3% |
| 30D | -1.1% | -12.9% | +11.9% | +0.4% |
| 3M | +5.1% | -7.4% | +12.5% | +5.7% |
| 6M | +9.8% | -6.0% | +15.8% | +10.0% |
| YTD | +15.9% | -16.9% | +32.8% | +17.1% |
| 1Y | +24.6% | -22.6% | +47.2% | +26.3% |
| 3Y | +75.5% | +469.0% | -393.5% | +39.1% |
| All | +73.3% | +571.8% | -498.5% | +34.8% |
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