+55.6%
VFC vs TLN
-17.6%
+73.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.5% | +13.0% | +5.2% |
| 7D | +21.5% | -6.0% | +27.5% | +22.0% |
| 30D | +46.7% | -1.5% | +48.2% | +46.0% |
| 3M | +38.4% | -3.9% | +42.3% | +37.8% |
| 6M | +15.2% | -15.0% | +30.3% | +16.0% |
| YTD | +17.8% | -12.8% | +30.6% | +18.4% |
| 1Y | +55.6% | -17.3% | +72.9% | +57.0% |
| All | +55.6% | -17.6% | +73.2% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling