+118.8%
VTR vs TLN
+589.3%
-470.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.5% |
| 7D | -2.9% | +5.8% | -8.8% | -2.9% |
| 30D | -2.8% | -6.9% | +4.1% | -2.8% |
| 3M | +9.0% | -10.9% | +19.9% | +8.9% |
| 6M | +5.0% | -4.6% | +9.6% | +4.6% |
| YTD | +16.9% | -14.7% | +31.6% | +16.6% |
| 1Y | +34.3% | -17.9% | +52.2% | +33.9% |
| 3Y | +131.6% | +483.9% | -352.3% | +98.7% |
| All | +118.8% | +589.3% | -470.6% | +92.5% |
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 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