+44.8%
VNQ vs TLN
+580.6%
-535.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | +0.8% | +11.0% | -10.3% | +0.3% |
| 30D | +6.8% | +4.9% | +1.9% | +6.5% |
| 3M | -1.3% | +4.9% | -6.2% | -1.7% |
| 6M | +2.4% | +7.1% | -4.7% | +1.5% |
| YTD | +12.1% | +0.3% | +11.8% | +11.1% |
| 1Y | +12.0% | +5.9% | +6.1% | +10.6% |
| 3Y | +44.8% | +578.5% | -533.7% | +25.7% |
| All | +44.8% | +580.6% | -535.8% | +25.7% |
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 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