-23.3%
TSLW vs VT
+12.5%
-35.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.5% |
| 7D | -6.0% | -0.1% | -5.8% | -5.0% |
| 30D | -2.7% | -3.1% | +0.4% | +5.1% |
| 3M | +15.3% | -3.5% | +18.8% | +26.1% |
| 6M | -17.2% | +0.5% | -17.6% | -15.3% |
| YTD | -23.6% | +10.8% | -34.4% | -34.2% |
| 1Y | -23.3% | +11.9% | -35.2% | -35.7% |
| All | -23.3% | +12.5% | -35.8% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling