+75.1%
VTV vs TLN
+602.5%
-527.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.0% |
| 7D | +0.3% | +10.9% | -10.6% | -0.4% |
| 30D | +0.1% | -6.3% | +6.5% | +0.5% |
| 3M | +6.2% | -10.7% | +16.9% | +6.7% |
| 6M | +13.5% | +1.6% | +11.9% | +12.7% |
| YTD | +18.9% | -13.1% | +31.9% | +19.0% |
| 1Y | +25.8% | -15.1% | +40.8% | +25.9% |
| 3Y | +68.7% | +495.0% | -426.3% | +42.6% |
| All | +75.1% | +602.5% | -527.3% | +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 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