-80.2%
TLS vs VT
+57.9%
-138.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.7% | -1.6% | -6.1% | -5.0% |
| 30D | +22.9% | -2.5% | +25.4% | +28.9% |
| 3M | +10.5% | -1.3% | +11.8% | +13.3% |
| 6M | +16.5% | +3.1% | +13.4% | +10.2% |
| YTD | +1.0% | +10.9% | -10.0% | -16.8% |
| 1Y | -24.6% | +12.1% | -36.7% | -38.6% |
| 3Y | +93.6% | +73.9% | +19.7% | -22.5% |
| All | -80.2% | +57.9% | -138.1% | -90.3% |
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