+30.8%
TSLY vs VT
+69.7%
-38.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +3.8% |
| 7D | -10.2% | -2.3% | -7.9% | -6.0% |
| 30D | -7.1% | -5.0% | -2.1% | +2.2% |
| 3M | +6.2% | -4.9% | +11.1% | +16.7% |
| 6M | -12.7% | -1.5% | -11.2% | -9.2% |
| YTD | -17.1% | +8.5% | -25.6% | -27.8% |
| 1Y | -16.7% | +11.4% | -28.1% | -31.0% |
| 3Y | +30.8% | +70.1% | -39.2% | -37.9% |
| All | +30.8% | +69.7% | -38.9% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling