-8.2%
VFC vs TLN
-17.2%
+9.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.9% |
| 7D | -1.6% | +7.1% | -8.7% | -2.4% |
| 30D | -11.6% | -3.9% | -7.7% | -11.3% |
| 3M | -18.1% | -16.2% | -1.9% | -16.9% |
| 6M | -27.4% | -5.8% | -21.5% | -27.4% |
| YTD | -24.8% | -15.4% | -9.4% | -24.0% |
| 1Y | -8.2% | -16.7% | +8.5% | +4.8% |
| All | -8.2% | -17.2% | +9.0% | +4.8% |
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 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