-54.3%
TSLL vs VICR
+54.6%
-109.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.7% | -0.1% | +5.5% |
| 7D | -21.2% | -23.1% | +1.9% | -13.5% |
| 30D | -13.3% | -48.1% | +34.8% | +6.8% |
| 3M | +15.4% | -32.8% | +48.2% | +26.9% |
| 6M | -34.2% | -47.6% | +13.4% | -20.7% |
| YTD | -52.9% | +34.0% | -86.9% | -59.0% |
| 1Y | -54.3% | +65.0% | -119.3% | -68.6% |
| All | -54.3% | +54.6% | -109.0% | -68.6% |
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