0.0%
TLSA vs VT
+69.4%
-69.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +0.9% | +0.1% |
| 7D | -31.1% | -4.2% | -26.9% | -28.7% |
| 30D | -44.1% | -5.8% | -38.3% | -41.4% |
| 3M | -37.4% | -5.2% | -32.1% | -34.6% |
| 6M | -56.6% | +0.1% | -56.8% | -56.7% |
| YTD | -58.4% | +8.2% | -66.6% | -60.7% |
| 1Y | -66.3% | +10.1% | -76.4% | -68.5% |
| All | 0.0% | +69.4% | -69.4% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling