+81.8%
VT vs TLN
+583.6%
-501.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.5% |
| 7D | +0.4% | +7.1% | -6.6% | -0.4% |
| 30D | +1.0% | -3.9% | +4.9% | +1.3% |
| 3M | +2.4% | -16.2% | +18.5% | +4.2% |
| 6M | +12.0% | -5.8% | +17.8% | +11.9% |
| YTD | +15.3% | -15.4% | +30.8% | +16.2% |
| 1Y | +22.6% | -16.7% | +39.3% | +23.4% |
| 3Y | +74.7% | +473.8% | -399.1% | +35.2% |
| All | +81.8% | +583.6% | -501.8% | +39.0% |
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