+73.4%
VTV vs TLN
+571.8%
-498.4%
-14.5%
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% | -0.5% |
| 7D | -2.1% | +2.0% | -4.0% | -2.2% |
| 30D | -1.3% | -12.9% | +11.6% | -0.5% |
| 3M | +5.6% | -7.4% | +13.1% | +5.9% |
| 6M | +12.4% | -6.0% | +18.4% | +12.2% |
| YTD | +17.6% | -16.9% | +34.5% | +18.2% |
| 1Y | +23.5% | -22.6% | +46.1% | +24.5% |
| 3Y | +67.0% | +469.0% | -402.0% | +41.6% |
| All | +73.4% | +571.8% | -498.4% | +47.1% |
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