-92.9%
TELA vs VT
+130.4%
-223.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | +1.1% | +16.6% | +16.6% |
| 7D | +12.4% | -0.7% | +13.1% | +13.7% |
| 30D | -12.8% | -1.7% | -11.0% | -10.6% |
| 3M | +19.2% | -2.3% | +21.5% | +22.8% |
| 6M | -2.9% | +1.5% | -4.4% | -3.8% |
| YTD | -20.2% | +12.0% | -32.2% | -29.2% |
| 1Y | -20.8% | +12.9% | -33.7% | -30.5% |
| 3Y | -79.6% | +74.9% | -154.6% | -88.8% |
| 5Y | -92.4% | +59.9% | -152.3% | -95.4% |
| All | -92.9% | +130.4% | -223.4% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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