-56.8%
TSLL vs VIAV
+89.2%
-146.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.3% | +0.4% | +4.6% |
| 7D | -21.2% | -4.8% | -16.4% | -18.9% |
| 30D | -13.3% | -38.5% | +25.2% | +8.7% |
| 3M | +15.4% | -29.9% | +45.2% | +31.8% |
| 6M | -34.2% | -46.3% | +12.1% | -14.5% |
| YTD | -52.9% | +59.8% | -112.7% | -69.3% |
| 1Y | -54.3% | +62.3% | -116.7% | -70.8% |
| 3Y | -18.4% | +243.0% | -261.4% | -70.6% |
| All | -56.8% | +89.2% | -146.0% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling