-18.7%
VFC vs TLN
+583.6%
-602.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.6% |
| 7D | -1.6% | +7.1% | -8.7% | -2.9% |
| 30D | -11.6% | -3.9% | -7.7% | -11.2% |
| 3M | -18.1% | -16.2% | -1.9% | -16.0% |
| 6M | -27.4% | -5.8% | -21.5% | -27.6% |
| YTD | -24.8% | -15.4% | -9.4% | -24.0% |
| 1Y | -8.2% | -16.7% | +8.5% | -7.5% |
| 3Y | -29.1% | +473.8% | -502.9% | -44.0% |
| All | -18.7% | +583.6% | -602.3% | -31.2% |
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