-20.7%
TLSI vs VT
+69.4%
-90.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -6.3% |
| 7D | -8.5% | -4.2% | -4.4% | -5.4% |
| 30D | -17.3% | -5.8% | -11.5% | -13.5% |
| 3M | -23.6% | -5.2% | -18.3% | -20.4% |
| 6M | -23.4% | +0.1% | -23.6% | -23.3% |
| YTD | -49.4% | +8.2% | -57.7% | -51.6% |
| 1Y | -20.7% | +10.1% | -30.8% | -24.8% |
| All | -20.7% | +69.4% | -90.0% | -33.8% |
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