+98.1%
VUG vs TLN
+602.5%
-504.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -0.8% |
| 7D | +0.9% | +10.9% | -10.0% | -0.9% |
| 30D | -1.4% | -6.3% | +4.9% | -0.5% |
| 3M | +2.3% | -10.7% | +13.0% | +3.6% |
| 6M | +15.7% | +1.6% | +14.1% | +13.8% |
| YTD | +8.6% | -13.1% | +21.7% | +9.1% |
| 1Y | +14.1% | -15.1% | +29.1% | +14.5% |
| 3Y | +87.9% | +495.0% | -407.1% | +32.6% |
| All | +98.1% | +602.5% | -504.3% | +38.7% |
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