-4.0%
TSL vs VT
+86.1%
-90.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.5% | +0.8% |
| 7D | +1.4% | -0.7% | +2.1% | +4.3% |
| 30D | +3.4% | -1.7% | +5.2% | +9.1% |
| 3M | +20.2% | -2.3% | +22.5% | +29.1% |
| 6M | -18.2% | +1.5% | -19.7% | -18.7% |
| YTD | -20.9% | +12.0% | -32.9% | -39.1% |
| 1Y | -19.3% | +12.9% | -32.1% | -38.8% |
| 3Y | +59.4% | +74.9% | -15.6% | -51.2% |
| All | -4.0% | +86.1% | -90.0% | -72.1% |
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