-66.3%
TLSA vs VT
+10.7%
-77.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +0.9% | +1.9% |
| 7D | -31.1% | -4.2% | -26.9% | -27.3% |
| 30D | -44.1% | -5.8% | -38.3% | -39.8% |
| 3M | -37.4% | -5.2% | -32.1% | -33.1% |
| 6M | -56.6% | +0.1% | -56.8% | -57.7% |
| YTD | -58.4% | +8.2% | -66.6% | -64.2% |
| 1Y | -66.3% | +10.1% | -76.4% | -72.1% |
| All | -66.3% | +10.7% | -77.0% | -72.1% |
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