-44.0%
TSLL vs VFC
+43.0%
-87.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.0% |
| 7D | +0.5% | -1.4% | +1.9% | +1.4% |
| 30D | +2.7% | +30.7% | -28.1% | -8.1% |
| 3M | +26.3% | +40.6% | -14.4% | +9.2% |
| 6M | -37.2% | +16.5% | -53.7% | -41.2% |
| YTD | -44.2% | +16.2% | -60.4% | -48.2% |
| 1Y | -44.0% | +42.4% | -86.4% | -50.9% |
| All | -44.0% | +43.0% | -87.0% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling