-46.0%
TSLL vs VICR
+76.0%
-122.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -11.1% | +4.8% | -2.6% |
| 7D | -9.4% | -26.6% | +17.1% | 0.0% |
| 30D | +1.6% | -47.9% | +49.5% | +24.2% |
| 3M | +29.4% | -29.8% | +59.2% | +39.3% |
| 6M | -20.1% | -36.6% | +16.5% | -10.3% |
| YTD | -44.5% | +45.1% | -89.6% | -56.8% |
| 1Y | -46.0% | +80.0% | -126.0% | -67.0% |
| All | -46.0% | +76.0% | -122.0% | -67.0% |
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