+201.0%
TFSL vs VT
+345.0%
-144.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +0.7% |
| 7D | -2.0% | -4.2% | +2.2% | +0.5% |
| 30D | -0.8% | -5.8% | +5.0% | +2.7% |
| 3M | -8.6% | -5.2% | -3.4% | -5.8% |
| 6M | +13.3% | +0.1% | +13.2% | +12.8% |
| YTD | +29.9% | +8.2% | +21.7% | +23.4% |
| 1Y | +28.8% | +10.1% | +18.7% | +21.1% |
| 3Y | +65.6% | +69.7% | -4.1% | +20.6% |
| 5Y | +22.1% | +53.4% | -31.3% | -6.2% |
| 10Y | +84.4% | +219.2% | -134.9% | -4.8% |
| All | +201.0% | +345.0% | -144.0% | +49.9% |
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 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