-46.7%
TSLR vs VT
+67.1%
-113.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.7% | -4.1% | -17.7% | -3.6% |
| 7D | -28.8% | -4.2% | -24.7% | -12.9% |
| 30D | -21.6% | -5.8% | -15.8% | +4.4% |
| 3M | +5.2% | -5.2% | +10.5% | +38.0% |
| 6M | -36.4% | +0.1% | -36.5% | -30.6% |
| YTD | -56.1% | +8.2% | -64.3% | -66.4% |
| 1Y | -60.2% | +10.1% | -70.3% | -71.7% |
| 3Y | -35.0% | +69.7% | -104.6% | -88.6% |
| All | -46.7% | +67.1% | -113.7% | -89.3% |
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