-6.4%
TSLL vs VIAV
+295.9%
-302.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -1.2% |
| 7D | +17.8% | +7.9% | +9.9% | +13.9% |
| 30D | +8.2% | -20.3% | +28.6% | +19.2% |
| 3M | +20.9% | -28.5% | +49.4% | +36.7% |
| 6M | -37.5% | -42.7% | +5.2% | -22.8% |
| YTD | -44.5% | +72.4% | -116.9% | -63.0% |
| 1Y | -33.0% | +81.5% | -114.4% | -57.4% |
| 3Y | -6.4% | +293.8% | -300.2% | -63.6% |
| All | -6.4% | +295.9% | -302.2% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling