-20.8%
TSLL vs VIAV
+231.5%
-252.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +11.2% | -3.3% | +5.1% |
| 7D | +5.8% | +11.3% | -5.5% | +2.9% |
| 30D | +21.7% | -1.0% | +22.7% | +20.7% |
| 3M | -28.2% | -20.5% | -7.7% | -24.9% |
| 6M | -29.5% | +39.0% | -68.4% | -28.9% |
| YTD | -47.5% | +117.5% | -165.0% | -45.1% |
| 1Y | -20.8% | +233.8% | -254.6% | -16.9% |
| All | -20.8% | +231.5% | -252.3% | -16.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling