+45.5%
VMC vs TLN
+678.8%
-633.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | +17.7% | -4.6% | +22.3% | +18.1% |
| 3M | +1.1% | +5.2% | -4.2% | -0.1% |
| 6M | +1.8% | -6.5% | +8.4% | +1.7% |
| YTD | +1.5% | -3.6% | +5.1% | +0.1% |
| 1Y | -1.1% | -8.2% | +7.1% | -2.1% |
| 3Y | +38.8% | +559.7% | -520.9% | -1.1% |
| All | +45.5% | +678.8% | -633.4% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling