-73.5%
TSLG vs VT
+28.1%
-101.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.7% | -4.1% | -17.6% | -3.5% |
| 7D | -28.9% | -4.2% | -24.8% | -13.0% |
| 30D | -21.5% | -5.8% | -15.7% | +4.6% |
| 3M | +4.9% | -5.2% | +10.2% | +37.6% |
| 6M | -36.6% | +0.1% | -36.7% | -30.9% |
| YTD | -56.5% | +8.2% | -64.8% | -67.0% |
| 1Y | -60.7% | +10.1% | -70.8% | -72.3% |
| All | -73.5% | +28.1% | -101.6% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling