+101.3%
VTRS vs TLN
+571.8%
-470.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.7% |
| 7D | -3.3% | +2.0% | -5.3% | -3.3% |
| 30D | +1.4% | -12.9% | +14.3% | +1.6% |
| 3M | +4.6% | -7.4% | +12.1% | +4.4% |
| 6M | +18.1% | -6.0% | +24.1% | +17.5% |
| YTD | +34.7% | -16.9% | +51.6% | +34.3% |
| 1Y | +65.6% | -22.6% | +88.3% | +65.5% |
| 3Y | +83.8% | +469.0% | -385.2% | +75.7% |
| All | +101.3% | +571.8% | -470.5% | +100.9% |
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