-13.1%
TSLW vs VT
+34.3%
-47.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | +1.4% | +0.4% | +1.0% | +0.3% |
| 30D | +11.7% | +1.0% | +10.8% | +9.2% |
| 3M | -19.8% | +2.4% | -22.2% | -23.1% |
| 6M | -18.1% | +12.0% | -30.1% | -38.0% |
| YTD | -28.3% | +15.3% | -43.6% | -50.3% |
| 1Y | -1.4% | +22.6% | -24.0% | -42.3% |
| All | -13.1% | +34.3% | -47.4% | -56.4% |
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