-37.8%
TLX vs VT
+30.2%
-68.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +1.5% |
| 7D | -0.9% | -4.2% | +3.2% | +3.4% |
| 30D | -12.6% | -5.8% | -6.8% | -7.2% |
| 3M | -9.6% | -5.2% | -4.4% | -4.7% |
| 6M | -14.7% | +0.1% | -14.8% | -15.2% |
| YTD | +25.8% | +8.2% | +17.5% | +15.2% |
| 1Y | -8.5% | +10.1% | -18.6% | -17.5% |
| All | -37.8% | +30.2% | -68.0% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling