+14.5%
TSEL vs VT
+40.8%
-26.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | +1.6% | +0.4% | +1.1% | +1.0% |
| 30D | 0.0% | +1.0% | -1.0% | -1.3% |
| 3M | -1.0% | +2.4% | -3.4% | -3.9% |
| 6M | +11.3% | +12.0% | -0.7% | -4.6% |
| YTD | +3.0% | +15.3% | -12.4% | -15.4% |
| 1Y | -0.4% | +22.6% | -22.9% | -24.9% |
| All | +14.5% | +40.8% | -26.4% | -26.3% |
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