+1,322.0%
VRT vs TLN
+583.6%
+738.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +2.0% |
| 7D | +9.1% | +7.1% | +2.1% | +4.7% |
| 30D | +0.9% | -3.9% | +4.8% | +3.1% |
| 3M | -13.4% | -16.2% | +2.8% | -4.0% |
| 6M | +11.7% | -5.8% | +17.5% | +13.1% |
| YTD | +73.2% | -15.4% | +88.7% | +83.1% |
| 1Y | +123.4% | -16.7% | +140.1% | +137.3% |
| 3Y | +606.2% | +473.8% | +132.4% | +220.4% |
| All | +1,322.0% | +583.6% | +738.4% | +612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling