-5.3%
TSL vs VT
+87.4%
-92.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -8.4% |
| 7D | -5.8% | -0.3% | -5.5% | -5.4% |
| 30D | +1.7% | -1.4% | +3.1% | +5.4% |
| 3M | +20.7% | -1.4% | +22.1% | +25.4% |
| 6M | -5.8% | +5.5% | -11.3% | -15.9% |
| YTD | -22.0% | +12.8% | -34.8% | -41.5% |
| 1Y | -21.6% | +15.4% | -37.0% | -44.4% |
| 3Y | +52.0% | +76.9% | -24.9% | -55.0% |
| All | -5.3% | +87.4% | -92.7% | -73.3% |
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