-93.8%
TELA vs VT
+137.2%
-231.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.3% |
| 7D | +17.4% | +0.4% | +17.0% | +16.8% |
| 30D | -10.2% | +1.0% | -11.1% | -11.2% |
| 3M | -6.7% | +2.4% | -9.1% | -9.1% |
| 6M | -2.0% | +12.0% | -14.0% | -13.7% |
| YTD | -30.3% | +15.3% | -45.7% | -40.4% |
| 1Y | -48.3% | +22.6% | -70.9% | -58.6% |
| 3Y | -91.4% | +74.7% | -166.1% | -95.3% |
| 5Y | -93.7% | +66.1% | -159.8% | -96.4% |
| All | -93.8% | +137.2% | -231.0% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling