-3.3%
TSLL vs VICI
+4.6%
-7.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.5% | +9.4% | +10.3% |
| 7D | -14.3% | +0.6% | -15.0% | -14.6% |
| 30D | -6.2% | +10.0% | -16.1% | -10.1% |
| 3M | +21.2% | -4.1% | +25.3% | +23.6% |
| 6M | -36.6% | -9.6% | -27.0% | -33.5% |
| YTD | -47.8% | -5.8% | -42.0% | -47.4% |
| 1Y | -45.2% | -11.3% | -34.0% | -42.0% |
| 3Y | -3.3% | +6.9% | -10.2% | -5.5% |
| All | -3.3% | +4.6% | -7.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICI.
Daily Out/Under-Performance
Portfolio return minus VICI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICI 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 VICI 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