-61.7%
TLSA vs VT
+169.4%
-231.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -9.0% | -7.9% |
| 7D | -32.6% | -0.3% | -32.3% | -32.5% |
| 30D | -40.2% | -1.4% | -38.8% | -39.8% |
| 3M | -34.0% | -1.4% | -32.6% | -33.6% |
| 6M | -54.0% | +5.5% | -59.4% | -54.9% |
| YTD | -57.0% | +12.8% | -69.9% | -58.8% |
| 1Y | -64.4% | +15.4% | -79.9% | -66.1% |
| 3Y | -3.0% | +76.9% | -79.9% | -18.4% |
| 5Y | -60.2% | +60.4% | -120.7% | -66.6% |
| All | -61.7% | +169.4% | -231.1% | -68.6% |
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