+3.0%
TSEL vs VT
+35.9%
-32.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | -0.1% |
| 7D | -0.1% | +0.4% | -0.4% | -0.5% |
| 30D | -12.3% | -2.6% | -9.7% | -8.8% |
| 3M | -9.1% | -3.2% | -5.9% | -4.5% |
| 6M | -8.3% | +0.9% | -9.2% | -8.9% |
| YTD | -7.3% | +11.3% | -18.6% | -19.7% |
| 1Y | -8.5% | +14.0% | -22.5% | -23.4% |
| All | +3.0% | +35.9% | -32.9% | -30.1% |
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