+68.7%
TMSL vs VT
+71.8%
-3.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.8% |
| 7D | +3.1% | +2.9% | +0.2% | -0.2% |
| 30D | +2.5% | -2.5% | +5.0% | +5.4% |
| 3M | -5.7% | -3.3% | -2.3% | -2.0% |
| 6M | +2.8% | +1.5% | +1.3% | +0.9% |
| YTD | +17.0% | +11.4% | +5.7% | +3.4% |
| 1Y | +19.7% | +11.9% | +7.8% | +5.2% |
| 3Y | +75.0% | +73.9% | +1.1% | -5.3% |
| All | +68.7% | +71.8% | -3.1% | -6.5% |
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