-98.3%
TSLZ vs VT
+76.6%
-174.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +14.0% |
| 7D | +9.8% | -0.3% | +10.1% | +7.4% |
| 30D | -6.5% | -1.4% | -5.0% | -12.0% |
| 3M | -35.6% | -1.4% | -34.2% | -38.1% |
| 6M | -26.8% | +5.5% | -32.3% | +3.3% |
| YTD | -16.0% | +12.8% | -28.8% | +67.0% |
| 1Y | -24.4% | +15.4% | -39.9% | +71.1% |
| All | -98.3% | +76.6% | -174.9% | -53.2% |
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 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