-17.7%
TSL vs VT
+0.4%
-18.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.1% | -9.5% | -2.2% |
| 7D | -18.4% | -4.2% | -14.2% | -7.6% |
| 30D | -12.6% | -5.8% | -6.8% | +4.2% |
| 3M | +6.7% | -5.2% | +11.9% | +25.3% |
| 6M | -17.7% | +0.1% | -17.8% | -13.8% |
| All | -17.7% | +0.4% | -18.1% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling