-51.9%
TSLL vs VICR
+163.7%
-215.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.5% | +5.3% | +6.9% |
| 7D | +5.8% | +9.8% | -4.1% | +1.4% |
| 30D | +21.7% | -12.6% | +34.3% | +26.2% |
| 3M | -28.2% | -29.7% | +1.5% | -19.6% |
| 6M | -29.5% | +18.8% | -48.3% | -38.6% |
| YTD | -47.5% | +76.4% | -123.9% | -62.7% |
| 1Y | -20.8% | +282.4% | -303.1% | -61.4% |
| 3Y | -26.7% | +206.2% | -232.9% | -62.8% |
| All | -51.9% | +163.7% | -215.6% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling