-51.9%
TSLL vs VIVK
-100.0%
+48.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +7.7% | +0.2% | +8.0% |
| 7D | +5.8% | +13.1% | -7.3% | +6.0% |
| 30D | +21.7% | -29.7% | +51.4% | +21.2% |
| 3M | -28.2% | -93.0% | +64.7% | -29.3% |
| 6M | -29.5% | -98.0% | +68.5% | -30.8% |
| YTD | -47.5% | -97.8% | +50.2% | -48.5% |
| 1Y | -20.8% | -100.0% | +79.2% | -25.5% |
| 3Y | -26.7% | -100.0% | +73.3% | -29.7% |
| All | -51.9% | -100.0% | +48.1% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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