-37.7%
TSLL vs VIAV
+2.8%
-40.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.7% | -15.5% | -13.2% |
| 7D | +1.9% | -4.6% | +6.5% | +3.5% |
| 30D | +17.8% | -10.4% | +28.1% | +20.1% |
| 3M | -37.0% | -34.5% | -2.5% | -27.3% |
| 6M | -37.7% | +7.0% | -44.6% | -39.5% |
| All | -37.7% | +2.8% | -40.5% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling