-23.4%
TSLL vs VIAV
+200.0%
-223.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.7% | -15.5% | -12.7% |
| 7D | +1.9% | -4.6% | +6.5% | +2.9% |
| 30D | +17.8% | -10.4% | +28.1% | +19.5% |
| 3M | -37.0% | -34.5% | -2.5% | -31.4% |
| 6M | -37.7% | +7.0% | -44.6% | -35.2% |
| YTD | -51.4% | +95.6% | -147.0% | -47.6% |
| 1Y | -23.4% | +197.2% | -220.5% | -15.8% |
| All | -23.4% | +200.0% | -223.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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