-68.3%
TLYS vs VT
+63.7%
-131.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.5% |
| 7D | -2.5% | -2.0% | -0.5% | -0.5% |
| 30D | +3.1% | -1.4% | +4.5% | +4.7% |
| 3M | -17.2% | +4.7% | -21.9% | -20.8% |
| 6M | +171.5% | +11.4% | +160.2% | +141.7% |
| YTD | +115.6% | +13.1% | +102.5% | +88.4% |
| 1Y | +117.8% | +19.0% | +98.7% | +79.7% |
| 3Y | -46.7% | +73.9% | -120.7% | -70.6% |
| 5Y | -68.3% | +65.4% | -133.7% | -80.6% |
| All | -68.3% | +63.7% | -131.9% | -80.6% |
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 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