+56.2%
VFC vs TLN
+580.6%
-524.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +6.0% | +3.7% |
| 7D | +1.6% | +11.0% | -9.4% | -0.3% |
| 30D | +25.5% | +4.9% | +20.6% | +23.8% |
| 3M | +41.3% | +4.9% | +36.4% | +38.7% |
| 6M | +22.2% | +7.1% | +15.1% | +18.3% |
| YTD | +16.4% | +0.3% | +16.1% | +12.9% |
| 1Y | +38.4% | +5.9% | +32.5% | +32.1% |
| 3Y | +56.2% | +578.5% | -522.3% | +23.5% |
| All | +56.2% | +580.6% | -524.3% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling