-18.0%
TSLW vs VT
+26.0%
-44.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -4.1% | -9.1% | -2.4% |
| 7D | -18.9% | -4.2% | -14.7% | -8.9% |
| 30D | -13.3% | -5.8% | -7.5% | +2.2% |
| 3M | +5.4% | -5.2% | +10.7% | +22.7% |
| 6M | -18.1% | +0.1% | -18.2% | -16.1% |
| YTD | -32.3% | +8.2% | -40.6% | -44.2% |
| 1Y | -35.2% | +10.1% | -45.4% | -49.1% |
| All | -18.0% | +26.0% | -44.1% | -51.1% |
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