+27.1%
VFC vs TLN
+683.0%
-656.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.2% | -4.6% | +1.3% |
| 7D | +7.7% | +9.1% | -1.4% | +5.8% |
| 30D | +39.2% | -4.1% | +43.3% | +39.7% |
| 3M | +40.3% | +4.4% | +35.8% | +37.8% |
| 6M | +11.4% | -6.0% | +17.4% | +10.8% |
| YTD | +17.5% | -3.1% | +20.7% | +14.8% |
| 1Y | +45.9% | -6.1% | +51.9% | +42.9% |
| 3Y | +47.3% | +575.3% | -528.0% | +12.5% |
| All | +27.1% | +683.0% | -656.0% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling