+924.5%
VRT vs TLN
+710.8%
+213.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.9% | -1.9% |
| 7D | +10.5% | +11.0% | -0.5% | +3.7% |
| 30D | -9.3% | +4.9% | -14.2% | -11.2% |
| 3M | -29.6% | +4.9% | -34.5% | -31.8% |
| 6M | -45.4% | +7.1% | -52.5% | -48.2% |
| YTD | +24.8% | +0.3% | +24.5% | +18.8% |
| 1Y | +23.6% | +5.9% | +17.7% | +13.2% |
| 3Y | +379.7% | +578.5% | -198.8% | +98.0% |
| All | +924.5% | +710.8% | +213.7% | +362.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling