-44.6%
TSLT vs VT
+72.8%
-117.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.7% | -4.1% | -17.6% | -3.5% |
| 7D | -28.8% | -4.2% | -24.7% | -12.8% |
| 30D | -21.6% | -5.8% | -15.8% | +4.5% |
| 3M | +4.4% | -5.2% | +9.6% | +37.0% |
| 6M | -37.5% | +0.1% | -37.6% | -31.9% |
| YTD | -57.6% | +8.2% | -65.8% | -67.8% |
| 1Y | -61.9% | +10.1% | -72.0% | -73.1% |
| 3Y | -43.6% | +69.7% | -113.2% | -90.5% |
| All | -44.6% | +72.8% | -117.4% | -91.7% |
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