-54.0%
TLSA vs VT
+53.4%
-107.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.2% | +11.1% | +11.1% |
| 7D | -13.8% | -2.3% | -11.4% | -12.4% |
| 30D | -37.3% | -5.0% | -32.3% | -34.9% |
| 3M | -28.9% | -4.9% | -24.0% | -26.2% |
| 6M | -53.1% | -1.5% | -51.5% | -52.6% |
| YTD | -53.7% | +8.5% | -62.2% | -56.1% |
| 1Y | -61.7% | +11.4% | -73.0% | -64.2% |
| 3Y | +11.3% | +70.1% | -58.8% | -19.8% |
| All | -54.0% | +53.4% | -107.4% | -63.5% |
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