-51.9%
TSLL vs VIAV
+157.5%
-209.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +11.2% | -3.3% | +2.5% |
| 7D | +5.8% | +11.3% | -5.5% | +0.1% |
| 30D | +21.7% | -1.0% | +22.7% | +19.6% |
| 3M | -28.2% | -20.5% | -7.7% | -21.5% |
| 6M | -29.5% | +39.0% | -68.4% | -44.3% |
| YTD | -47.5% | +117.5% | -165.0% | -70.1% |
| 1Y | -20.8% | +233.8% | -254.6% | -68.3% |
| 3Y | -26.7% | +295.4% | -322.1% | -74.0% |
| All | -51.9% | +157.5% | -209.4% | -78.0% |
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