+1,374.2%
VRT vs TLN
+602.5%
+771.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.0% |
| 7D | +13.6% | +10.9% | +2.7% | +6.7% |
| 30D | +6.8% | -6.3% | +13.1% | +10.9% |
| 3M | -3.2% | -10.7% | +7.5% | +3.2% |
| 6M | +20.3% | +1.6% | +18.7% | +16.3% |
| YTD | +79.6% | -13.1% | +92.7% | +86.7% |
| 1Y | +139.0% | -15.1% | +154.1% | +151.1% |
| 3Y | +644.6% | +495.0% | +149.6% | +233.7% |
| All | +1,374.2% | +602.5% | +771.7% | +626.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling