-6.4%
TSLL vs VICR
+336.6%
-343.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -2.1% |
| 7D | +17.8% | +8.3% | +9.6% | +13.8% |
| 30D | +8.2% | -35.2% | +43.4% | +30.6% |
| 3M | +20.9% | -29.8% | +50.7% | +34.7% |
| 6M | -37.5% | -48.6% | +11.1% | -21.6% |
| YTD | -44.5% | +45.1% | -89.6% | -62.7% |
| 1Y | -33.0% | +79.6% | -112.5% | -60.4% |
| 3Y | -6.4% | +335.4% | -341.8% | -68.0% |
| All | -6.4% | +336.6% | -343.0% | -68.0% |
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 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