-70.2%
TSLG vs VT
+36.5%
-106.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.7% |
| 7D | +1.8% | +0.4% | +1.3% | +0.1% |
| 30D | +17.9% | +1.0% | +16.9% | +13.9% |
| 3M | -36.8% | +2.4% | -39.2% | -39.2% |
| 6M | -37.6% | +12.0% | -49.6% | -59.6% |
| YTD | -51.2% | +15.3% | -66.5% | -72.7% |
| 1Y | -23.1% | +22.6% | -45.7% | -67.0% |
| All | -70.2% | +36.5% | -106.7% | -90.4% |
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 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