+34.1%
TSLY vs VT
+96.3%
-62.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.3% |
| 7D | +2.1% | +0.4% | +1.6% | +1.3% |
| 30D | +7.3% | +1.0% | +6.3% | +5.6% |
| 3M | -14.3% | +2.4% | -16.7% | -17.1% |
| 6M | -11.4% | +12.0% | -23.4% | -26.5% |
| YTD | -16.1% | +15.3% | -31.5% | -34.0% |
| 1Y | +7.6% | +22.6% | -15.0% | -23.6% |
| 3Y | +21.2% | +74.7% | -53.5% | -48.5% |
| All | +34.1% | +96.3% | -62.3% | -51.2% |
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