-16.1%
TSLR vs VT
+76.6%
-92.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.3% | -14.2% |
| 7D | -9.7% | -0.3% | -9.4% | -9.5% |
| 30D | +1.2% | -1.4% | +2.6% | +7.6% |
| 3M | +29.4% | -1.4% | +30.7% | +38.9% |
| 6M | -20.0% | +5.5% | -25.5% | -32.6% |
| YTD | -43.8% | +12.8% | -56.7% | -65.4% |
| 1Y | -45.0% | +15.4% | -60.5% | -69.3% |
| All | -16.1% | +76.6% | -92.7% | -87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling