-40.2%
TSLR vs VT
+78.0%
-118.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | 0.0% | -11.9% | -11.8% |
| 7D | +1.7% | +0.4% | +1.3% | +0.1% |
| 30D | +18.0% | +1.0% | +17.0% | +14.1% |
| 3M | -36.8% | +2.4% | -39.2% | -39.1% |
| 6M | -37.1% | +12.0% | -49.1% | -59.3% |
| YTD | -50.7% | +15.3% | -66.1% | -72.2% |
| 1Y | -22.1% | +22.6% | -44.7% | -65.8% |
| 3Y | -42.6% | +74.7% | -117.3% | -90.9% |
| All | -40.2% | +78.0% | -118.2% | -91.2% |
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 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