-37.2%
TSLL vs VIAV
-36.1%
-1.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.4% | -0.6% | +2.5% |
| 7D | +0.5% | +12.3% | -11.8% | -4.4% |
| 30D | +2.7% | -21.0% | +23.6% | +12.8% |
| 3M | +26.3% | -14.1% | +40.3% | +28.9% |
| 6M | -37.2% | -39.9% | +2.7% | -19.4% |
| All | -37.2% | -36.1% | -1.1% | -19.4% |
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