-29.3%
TSLT vs VT
+80.2%
-109.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.4% | -14.2% |
| 7D | -9.7% | -0.3% | -9.4% | -9.5% |
| 30D | +1.2% | -1.4% | +2.6% | +7.6% |
| 3M | +28.5% | -1.4% | +29.9% | +38.0% |
| 6M | -21.4% | +5.5% | -26.8% | -33.8% |
| YTD | -45.8% | +12.8% | -58.7% | -66.6% |
| 1Y | -47.4% | +15.4% | -62.8% | -70.6% |
| 3Y | -27.9% | +76.9% | -104.8% | -90.2% |
| All | -29.3% | +80.2% | -109.4% | -91.4% |
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 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