+38.3%
TSLY vs VT
+94.1%
-55.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +1.1% |
| 7D | +3.2% | -0.1% | +3.4% | +3.5% |
| 30D | +8.8% | -0.7% | +9.5% | +10.1% |
| 3M | -7.4% | +4.0% | -11.4% | -12.9% |
| 6M | -7.8% | +12.3% | -20.1% | -23.9% |
| YTD | -13.5% | +14.0% | -27.5% | -30.6% |
| 1Y | +9.4% | +20.3% | -10.9% | -19.7% |
| 3Y | +23.1% | +75.4% | -52.3% | -47.8% |
| All | +38.3% | +94.1% | -55.8% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling