-64.6%
TLSI vs VT
+53.2%
-117.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -7.7% |
| 7D | -8.5% | -4.2% | -4.4% | -6.9% |
| 30D | -17.3% | -5.8% | -11.5% | -15.3% |
| 3M | -23.6% | -5.2% | -18.3% | -21.9% |
| 6M | -23.4% | +0.1% | -23.6% | -23.2% |
| YTD | -49.4% | +8.2% | -57.7% | -50.4% |
| 1Y | -20.7% | +10.1% | -30.8% | -22.5% |
| 3Y | -23.9% | +69.7% | -93.6% | -29.6% |
| 5Y | -64.6% | +53.4% | -117.9% | -66.9% |
| All | -64.6% | +53.2% | -117.8% | -66.9% |
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