-18.1%
TSL vs VT
+79.7%
-97.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.1% | -9.5% | -3.1% |
| 7D | -18.4% | -4.2% | -14.2% | -8.6% |
| 30D | -12.6% | -5.8% | -6.8% | +2.5% |
| 3M | +6.7% | -5.2% | +11.9% | +23.8% |
| 6M | -17.7% | +0.1% | -17.8% | -15.4% |
| YTD | -32.5% | +8.2% | -40.8% | -43.3% |
| 1Y | -35.5% | +10.1% | -45.6% | -48.1% |
| 3Y | +31.4% | +69.7% | -38.2% | -56.4% |
| All | -18.1% | +79.7% | -97.9% | -74.1% |
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 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