-35.3%
TSLL vs VICR
+175.6%
-210.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.5% | -17.3% | -14.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.2% |
| 30D | +17.8% | -13.9% | +31.7% | +23.4% |
| 3M | -37.0% | -38.4% | +1.4% | -23.8% |
| 6M | -37.7% | -7.2% | -30.5% | -41.4% |
| YTD | -51.4% | +72.0% | -123.4% | -67.8% |
| 1Y | -23.4% | +263.3% | -286.7% | -68.3% |
| All | -35.3% | +175.6% | -210.9% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling