-75.1%
TLS vs VT
+103.3%
-178.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -4.7% |
| 7D | -14.3% | -0.3% | -14.0% | -13.8% |
| 30D | +14.2% | -1.4% | +15.7% | +17.5% |
| 3M | +3.7% | -1.4% | +5.1% | +6.3% |
| 6M | +15.8% | +5.5% | +10.3% | +5.1% |
| YTD | -0.8% | +12.8% | -13.6% | -20.8% |
| 1Y | -22.4% | +15.4% | -37.8% | -40.1% |
| 3Y | +90.2% | +76.9% | +13.4% | -26.7% |
| 5Y | -80.5% | +60.4% | -141.0% | -90.4% |
| All | -75.1% | +103.3% | -178.4% | -92.4% |
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