+22.1%
VMC vs TLN
+494.5%
-472.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.0% |
| 7D | -0.5% | +10.9% | -11.4% | -1.8% |
| 30D | -9.1% | -6.3% | -2.8% | -8.5% |
| 3M | -4.1% | -10.7% | +6.5% | -3.2% |
| 6M | -5.5% | +1.6% | -7.2% | -6.5% |
| YTD | -8.9% | -13.1% | +4.2% | -8.6% |
| 1Y | -12.9% | -15.1% | +2.1% | -12.8% |
| 3Y | +22.1% | +495.0% | -472.9% | -11.8% |
| All | +22.1% | +494.5% | -472.3% | -11.8% |
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