-50.2%
VG vs TLN
+46.6%
-96.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -4.9% | +0.7% |
| 7D | -8.3% | +9.1% | -17.4% | -10.1% |
| 30D | -10.3% | -4.1% | -6.3% | -9.6% |
| 3M | -10.8% | +4.4% | -15.2% | -12.4% |
| 6M | +3.5% | -6.0% | +9.5% | +3.0% |
| YTD | +74.0% | -3.1% | +77.1% | +63.3% |
| 1Y | +48.9% | -6.1% | +55.0% | +41.9% |
| All | -50.2% | +46.6% | -96.8% | -67.8% |
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 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