-72.0%
TSLS vs VT
+77.3%
-149.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -4.1% | +15.0% | +2.5% |
| 7D | +16.1% | -4.2% | +20.3% | +6.9% |
| 30D | +9.1% | -5.8% | +14.9% | -2.7% |
| 3M | -9.2% | -5.2% | -4.0% | -17.6% |
| 6M | +3.2% | +0.1% | +3.1% | +7.5% |
| YTD | +16.9% | +8.2% | +8.6% | +44.7% |
| 1Y | +18.1% | +10.1% | +8.0% | +52.6% |
| 3Y | -70.5% | +69.7% | -140.2% | +2.5% |
| All | -72.0% | +77.3% | -149.3% | +9.4% |
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