+40.9%
TSLY vs VT
+74.0%
-33.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.3% |
| 7D | +7.1% | +2.4% | +4.8% | +2.8% |
| 30D | +2.6% | -1.5% | +4.1% | +5.9% |
| 3M | +9.4% | -4.1% | +13.6% | +18.6% |
| 6M | -13.4% | +0.6% | -13.9% | -13.2% |
| YTD | -11.2% | +11.0% | -22.2% | -25.8% |
| 1Y | -3.0% | +13.3% | -16.4% | -22.2% |
| 3Y | +40.9% | +73.4% | -32.5% | -32.9% |
| All | +40.9% | +74.0% | -33.1% | -32.9% |
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