-48.9%
TSLL vs VIAV
+119.3%
-168.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.4% | -0.6% | +2.6% |
| 7D | +0.5% | +12.3% | -11.8% | -4.1% |
| 30D | +2.7% | -21.0% | +23.6% | +14.4% |
| 3M | +26.3% | -14.1% | +40.3% | +30.8% |
| 6M | -37.2% | -39.9% | +2.7% | -22.6% |
| YTD | -44.2% | +85.2% | -129.4% | -66.2% |
| 1Y | -44.0% | +84.3% | -128.2% | -66.2% |
| 3Y | 0.0% | +320.9% | -320.9% | -67.8% |
| All | -48.9% | +119.3% | -168.2% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling