+78.9%
VOO vs TLN
+494.5%
-415.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -0.9% |
| 7D | +0.5% | +10.9% | -10.4% | -0.8% |
| 30D | -0.9% | -6.3% | +5.4% | -0.3% |
| 3M | +3.9% | -10.7% | +14.6% | +4.8% |
| 6M | +14.5% | +1.6% | +12.9% | +13.1% |
| YTD | +13.0% | -13.1% | +26.0% | +13.3% |
| 1Y | +19.4% | -15.1% | +34.5% | +19.8% |
| 3Y | +78.9% | +495.0% | -416.1% | +37.3% |
| All | +78.9% | +494.5% | -415.6% | +37.3% |
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