-14.2%
TSL vs VT
+91.5%
-105.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.5% | -7.5% |
| 7D | +1.5% | +0.4% | +1.1% | +0.5% |
| 30D | +11.8% | +1.0% | +10.9% | +9.5% |
| 3M | -20.8% | +2.4% | -23.2% | -23.8% |
| 6M | -18.9% | +12.0% | -30.9% | -37.9% |
| YTD | -29.3% | +15.3% | -44.6% | -49.9% |
| 1Y | -1.7% | +22.6% | -24.3% | -39.8% |
| 3Y | +17.9% | +74.7% | -56.8% | -64.3% |
| All | -14.2% | +91.5% | -105.7% | -77.1% |
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