+74.6%
VTV vs TLN
+574.4%
-499.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -1.0% | -14.3% | +13.3% | 0.0% |
| 3M | +4.6% | -9.3% | +13.9% | +5.0% |
| 6M | +13.5% | -1.1% | +14.6% | +12.9% |
| YTD | +18.5% | -16.6% | +35.1% | +19.0% |
| 1Y | +22.9% | -22.0% | +44.9% | +23.8% |
| 3Y | +67.8% | +470.2% | -402.3% | +42.3% |
| All | +74.6% | +574.4% | -499.8% | +48.2% |
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