-23.4%
TSLL vs VICR
+272.1%
-295.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.5% | -17.3% | -13.5% |
| 7D | +1.9% | +0.4% | +1.5% | +1.5% |
| 30D | +17.8% | -13.9% | +31.7% | +21.6% |
| 3M | -37.0% | -38.4% | +1.4% | -27.2% |
| 6M | -37.7% | -7.2% | -30.5% | -37.1% |
| YTD | -51.4% | +72.0% | -123.4% | -56.3% |
| 1Y | -23.4% | +263.3% | -286.7% | -40.4% |
| All | -23.4% | +272.1% | -295.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling