+32.7%
VMC vs TLN
+583.6%
-550.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.8% | +0.5% |
| 7D | -4.3% | +7.1% | -11.4% | -5.1% |
| 30D | -8.2% | -3.9% | -4.4% | -7.9% |
| 3M | -7.0% | -16.2% | +9.1% | -5.4% |
| 6M | -10.8% | -5.8% | -4.9% | -10.8% |
| YTD | -7.4% | -15.4% | +8.0% | -6.7% |
| 1Y | -9.5% | -16.7% | +7.2% | -9.1% |
| 3Y | +20.5% | +473.8% | -453.3% | -12.1% |
| All | +32.7% | +583.6% | -550.8% | -2.4% |
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