-0.6%
TSEL vs VT
+32.4%
-33.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +1.9% |
| 7D | -5.3% | -2.3% | -2.9% | -2.0% |
| 30D | -15.9% | -5.0% | -10.9% | -9.4% |
| 3M | -11.4% | -4.9% | -6.5% | -4.6% |
| 6M | -11.3% | -1.5% | -9.7% | -8.8% |
| YTD | -10.5% | +8.5% | -19.0% | -19.6% |
| 1Y | -11.7% | +11.4% | -23.1% | -23.6% |
| All | -0.6% | +32.4% | -33.0% | -30.0% |
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 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