-59.7%
TLSA vs VT
+53.2%
-112.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -0.2% |
| 7D | -31.1% | -4.2% | -26.9% | -28.9% |
| 30D | -44.1% | -5.8% | -38.3% | -41.6% |
| 3M | -37.3% | -5.2% | -32.1% | -34.8% |
| 6M | -56.6% | +0.1% | -56.7% | -56.7% |
| YTD | -58.4% | +8.2% | -66.6% | -60.4% |
| 1Y | -66.3% | +10.1% | -76.4% | -68.3% |
| 3Y | -6.0% | +69.7% | -75.7% | -32.1% |
| 5Y | -59.7% | +53.4% | -113.1% | -69.2% |
| All | -59.7% | +53.2% | -112.9% | -69.2% |
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