-76.3%
TLS vs VT
+107.9%
-184.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.2% | +0.4% | -0.2% | -0.5% |
| 30D | +2.6% | +1.0% | +1.6% | +1.1% |
| 3M | +7.4% | +2.4% | +5.0% | +3.0% |
| 6M | +5.0% | +12.0% | -7.0% | -14.7% |
| YTD | -5.9% | +15.3% | -21.2% | -27.5% |
| 1Y | -26.9% | +22.6% | -49.5% | -48.9% |
| 3Y | +89.0% | +74.7% | +14.3% | -25.5% |
| 5Y | -86.1% | +66.1% | -152.2% | -93.5% |
| All | -76.3% | +107.9% | -184.2% | -93.0% |
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