-35.4%
TLSA vs VT
+23.3%
-58.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +1.0% | +0.4% | +0.5% | +0.5% |
| 30D | +3.0% | +1.0% | +2.1% | +1.9% |
| 3M | -19.7% | +2.4% | -22.1% | -22.3% |
| 6M | -28.7% | +12.0% | -40.7% | -39.6% |
| YTD | -31.5% | +15.3% | -46.9% | -44.4% |
| 1Y | -35.4% | +22.6% | -58.0% | -44.1% |
| All | -35.4% | +23.3% | -58.8% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling