-61.0%
TLYS vs VT
+369.0%
-430.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.7% |
| 7D | +5.3% | +1.0% | +4.3% | +4.4% |
| 30D | -0.5% | -0.2% | -0.2% | -0.1% |
| 3M | -20.4% | +4.5% | -25.0% | -23.8% |
| 6M | +179.9% | +14.1% | +165.8% | +142.0% |
| YTD | +109.5% | +14.8% | +94.8% | +79.8% |
| 1Y | +109.5% | +21.2% | +88.4% | +69.7% |
| 3Y | -48.2% | +76.6% | -124.8% | -71.6% |
| 5Y | -69.7% | +66.6% | -136.3% | -82.2% |
| 10Y | -31.0% | +222.3% | -253.3% | -76.8% |
| All | -61.0% | +369.0% | -430.1% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling