-30.5%
TSLI vs VT
+13.9%
-44.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.0% | +7.4% |
| 7D | -21.2% | -2.3% | -18.8% | -12.2% |
| 30D | -13.6% | -5.0% | -8.7% | +7.6% |
| 3M | +15.0% | -4.9% | +19.9% | +44.5% |
| 6M | -34.4% | -1.5% | -32.9% | -23.1% |
| YTD | -53.0% | +8.5% | -61.5% | -60.6% |
| 1Y | -54.6% | +11.4% | -65.9% | -66.3% |
| All | -30.5% | +13.9% | -44.4% | -54.5% |
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