+5.6%
VNQ vs TLN
-23.3%
+28.9%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.3% | -1.3% | +0.1% | -1.2% |
| 30D | -2.6% | -14.3% | +11.8% | -2.2% |
| 3M | -2.0% | -9.3% | +7.3% | -2.2% |
| 6M | +4.3% | -1.1% | +5.4% | +3.7% |
| YTD | +9.2% | -16.6% | +25.8% | +8.7% |
| 1Y | +5.6% | -22.0% | +27.6% | +5.4% |
| All | +5.6% | -23.3% | +28.9% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling