+52.6%
TSLP vs VT
+82.6%
-30.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -1.7% | -1.6% | -0.1% | +1.4% |
| 30D | +8.6% | -2.5% | +11.1% | +14.1% |
| 3M | +25.2% | -1.3% | +26.5% | +28.7% |
| 6M | -1.5% | +3.1% | -4.6% | -5.5% |
| YTD | -17.1% | +10.9% | -28.0% | -30.5% |
| 1Y | -21.2% | +12.1% | -33.3% | -35.1% |
| 3Y | +45.2% | +73.9% | -28.7% | -38.9% |
| All | +52.6% | +82.6% | -30.0% | -41.1% |
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 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