+30.1%
TSLP vs VT
+78.1%
-48.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.1% | -7.6% | -3.8% |
| 7D | -15.6% | -4.2% | -11.4% | -8.1% |
| 30D | -10.2% | -5.8% | -4.4% | +1.2% |
| 3M | +6.1% | -5.2% | +11.4% | +18.4% |
| 6M | -16.0% | +0.1% | -16.1% | -14.4% |
| YTD | -29.3% | +8.2% | -37.5% | -37.7% |
| 1Y | -32.0% | +10.1% | -42.1% | -41.9% |
| 3Y | +23.8% | +69.7% | -45.9% | -45.2% |
| All | +30.1% | +78.1% | -48.1% | -47.2% |
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