+361.8%
VRT vs TLN
+538.9%
-177.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | -1.0% |
| 7D | -21.4% | -1.3% | -20.0% | -20.3% |
| 30D | -25.8% | -10.5% | -15.3% | -20.1% |
| 3M | -33.5% | +0.1% | -33.6% | -33.8% |
| 6M | -49.0% | -17.4% | -31.6% | -43.4% |
| YTD | +12.9% | -9.7% | +22.6% | +14.4% |
| 1Y | 0.0% | -12.3% | +12.3% | +3.2% |
| 3Y | +361.8% | +528.3% | -166.5% | +50.5% |
| All | +361.8% | +538.9% | -177.1% | +50.5% |
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