-98.0%
TSLZ vs VT
+72.8%
-170.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.7% | -4.1% | +25.7% | +3.5% |
| 7D | +32.9% | -4.2% | +37.0% | +11.6% |
| 30D | +15.0% | -5.8% | +20.8% | -9.5% |
| 3M | -24.5% | -5.2% | -19.2% | -37.7% |
| 6M | -12.2% | +0.1% | -12.3% | +0.8% |
| YTD | +2.2% | +8.2% | -6.0% | +72.4% |
| 1Y | +0.1% | +10.1% | -10.1% | +86.7% |
| 3Y | -98.0% | +69.7% | -167.6% | -53.2% |
| All | -98.0% | +72.8% | -170.8% | -47.8% |
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