+397.6%
VRT vs TLN
+599.9%
-202.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.2% |
| 7D | +18.6% | +22.3% | -3.7% | +4.5% |
| 30D | -11.7% | +1.2% | -12.8% | -11.6% |
| 3M | -27.3% | +5.9% | -33.2% | -30.1% |
| 6M | -42.9% | +3.2% | -46.1% | -44.8% |
| YTD | +29.5% | +3.2% | +26.3% | +20.7% |
| 1Y | +21.0% | +5.2% | +15.8% | +11.1% |
| All | +397.6% | +599.9% | -202.2% | +57.7% |
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