-93.4%
TELA vs VT
+66.2%
-159.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | +4.9% | +1.0% | +3.9% | +4.1% |
| 30D | -4.6% | -0.2% | -4.4% | -4.5% |
| 3M | -2.4% | +4.5% | -6.9% | -5.9% |
| 6M | -7.5% | +14.1% | -21.5% | -17.7% |
| YTD | -29.7% | +14.8% | -44.4% | -37.8% |
| 1Y | -48.8% | +21.2% | -70.0% | -56.9% |
| 3Y | -90.7% | +76.6% | -167.3% | -94.3% |
| 5Y | -93.4% | +66.6% | -160.0% | -95.9% |
| All | -93.4% | +66.2% | -159.6% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling