+11.1%
TSL vs VT
+75.0%
-63.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.5% | -7.5% |
| 7D | +1.5% | +0.4% | +1.1% | +0.4% |
| 30D | +11.8% | +1.0% | +10.9% | +9.2% |
| 3M | -20.8% | +2.4% | -23.2% | -24.2% |
| 6M | -18.9% | +12.0% | -30.9% | -39.8% |
| YTD | -29.3% | +15.3% | -44.6% | -52.0% |
| 1Y | -1.7% | +22.6% | -24.3% | -43.8% |
| All | +11.1% | +75.0% | -63.8% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling