+133.0%
VGT vs TLN
+583.6%
-450.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.4% | -0.5% |
| 7D | +1.0% | +7.1% | -6.1% | -0.6% |
| 30D | +1.3% | -3.9% | +5.2% | +2.0% |
| 3M | -1.1% | -16.2% | +15.0% | +2.3% |
| 6M | +32.6% | -5.8% | +38.4% | +32.6% |
| YTD | +29.0% | -15.4% | +44.4% | +31.0% |
| 1Y | +39.7% | -16.7% | +56.4% | +41.8% |
| 3Y | +120.9% | +473.8% | -352.8% | +46.1% |
| All | +133.0% | +583.6% | -450.5% | +51.7% |
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