-72.3%
TSLS vs VT
+88.9%
-161.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.1% | +6.0% |
| 7D | -2.3% | +0.4% | -2.8% | -1.3% |
| 30D | -10.3% | +1.0% | -11.3% | -8.1% |
| 3M | +10.7% | +2.4% | +8.3% | +19.1% |
| 6M | +5.0% | +12.0% | -7.0% | +37.1% |
| YTD | +15.5% | +15.3% | +0.2% | +61.4% |
| 1Y | -17.2% | +22.6% | -39.8% | +33.7% |
| 3Y | -68.6% | +74.7% | -143.2% | +17.5% |
| All | -72.3% | +88.9% | -161.2% | +22.0% |
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