+33.3%
VNQ vs TLN
+602.5%
-569.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | -0.4% | +10.9% | -11.3% | -0.9% |
| 30D | -2.5% | -6.3% | +3.8% | -2.3% |
| 3M | +1.4% | -10.7% | +12.1% | +1.6% |
| 6M | +4.6% | +1.6% | +2.9% | +3.9% |
| YTD | +10.5% | -13.1% | +23.6% | +10.5% |
| 1Y | +8.4% | -15.1% | +23.4% | +8.3% |
| 3Y | +32.4% | +495.0% | -462.6% | +11.7% |
| All | +33.3% | +602.5% | -569.2% | +10.8% |
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 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