+63.7%
TMSL vs VT
+67.0%
-3.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | +0.7% |
| 7D | -3.5% | -4.2% | +0.6% | +1.2% |
| 30D | -2.1% | -5.8% | +3.7% | +4.7% |
| 3M | -7.4% | -5.2% | -2.1% | -1.6% |
| 6M | -0.1% | +0.1% | -0.3% | -0.4% |
| YTD | +13.5% | +8.2% | +5.3% | +3.6% |
| 1Y | +17.2% | +10.1% | +7.1% | +4.9% |
| 3Y | +67.9% | +69.7% | -1.8% | -6.5% |
| All | +63.7% | +67.0% | -3.3% | -6.3% |
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