-68.1%
TSLG vs VT
+31.7%
-99.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.6% | +8.6% | -0.5% |
| 7D | -14.4% | +0.4% | -14.8% | -14.2% |
| 30D | -6.3% | -2.6% | -3.7% | +7.9% |
| 3M | +21.4% | -3.2% | +24.6% | +45.6% |
| 6M | -36.5% | +0.9% | -37.5% | -32.8% |
| YTD | -47.6% | +11.3% | -58.9% | -64.7% |
| 1Y | -45.0% | +14.0% | -59.0% | -66.8% |
| All | -68.1% | +31.7% | -99.8% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling