-62.3%
TLS price history and return analytics
+101.9%
-164.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -2.3% |
| 7D | +51.2% | -0.7% | +51.9% | +54.6% |
| 30D | +74.7% | -1.7% | +76.4% | +82.5% |
| 3M | +78.3% | -2.3% | +80.6% | +87.5% |
| 6M | +80.0% | +1.5% | +78.5% | +77.1% |
| YTD | +50.0% | +12.0% | +38.0% | +22.5% |
| 1Y | +17.0% | +12.9% | +4.1% | -5.4% |
| 3Y | +100.3% | +74.9% | +25.3% | -20.8% |
| 5Y | -68.1% | +59.9% | -128.0% | -84.0% |
| All | -62.3% | +101.9% | -164.2% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling