-27.2%
TLYS vs VT
+229.8%
-257.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.2% |
| 7D | +4.5% | -1.1% | +5.7% | +5.9% |
| 30D | +15.9% | -1.0% | +16.9% | +17.4% |
| 3M | -13.4% | +3.2% | -16.5% | -16.3% |
| 6M | +182.2% | +12.5% | +169.7% | +143.5% |
| YTD | +131.2% | +14.1% | +117.1% | +95.9% |
| 1Y | +134.7% | +18.9% | +115.8% | +89.2% |
| 3Y | -43.6% | +74.1% | -117.6% | -71.1% |
| 5Y | -66.0% | +66.9% | -132.9% | -81.5% |
| All | -27.2% | +229.8% | -257.0% | -77.7% |
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