+70.6%
VT vs TLN
+581.9%
-511.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -3.7% |
| 7D | -4.2% | -9.4% | +5.2% | -3.1% |
| 30D | -5.8% | -15.2% | +9.4% | -4.1% |
| 3M | -5.2% | -4.1% | -1.1% | -5.3% |
| 6M | +0.1% | -17.8% | +18.0% | +1.6% |
| YTD | +8.2% | -15.6% | +23.9% | +8.6% |
| 1Y | +10.1% | -21.6% | +31.8% | +11.3% |
| 3Y | +69.7% | +497.6% | -427.9% | +29.9% |
| All | +70.6% | +581.9% | -511.3% | +30.0% |
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 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