-62.9%
TLSA vs VT
+158.5%
-221.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -1.5% |
| 7D | -31.1% | -4.2% | -26.9% | -29.9% |
| 30D | -44.1% | -5.8% | -38.3% | -42.8% |
| 3M | -37.3% | -5.2% | -32.1% | -35.9% |
| 6M | -56.6% | +0.1% | -56.7% | -56.6% |
| YTD | -58.4% | +8.2% | -66.6% | -59.4% |
| 1Y | -66.3% | +10.1% | -76.4% | -67.3% |
| 3Y | -6.0% | +69.7% | -75.7% | -19.6% |
| 5Y | -59.7% | +53.4% | -113.1% | -65.6% |
| All | -62.9% | +158.5% | -221.3% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling