+47.2%
TSLP vs VT
+85.7%
-38.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -6.8% |
| 7D | -4.7% | -0.3% | -4.4% | -4.4% |
| 30D | +2.2% | -1.4% | +3.6% | +5.0% |
| 3M | +18.7% | -1.4% | +20.1% | +22.0% |
| 6M | -5.6% | +5.5% | -11.0% | -13.3% |
| YTD | -20.0% | +12.8% | -32.8% | -35.2% |
| 1Y | -19.9% | +15.4% | -35.4% | -37.9% |
| 3Y | +40.1% | +76.9% | -36.8% | -43.0% |
| All | +47.2% | +85.7% | -38.5% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling