-21.2%
TSLL vs VIVK
-100.0%
+78.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | -0.3% |
| 7D | +5.1% | -7.9% | +13.0% | +5.0% |
| 30D | +20.0% | -42.0% | +61.9% | +19.1% |
| 3M | -23.8% | -92.5% | +68.7% | -24.3% |
| 6M | -30.3% | -98.0% | +67.7% | -30.9% |
| YTD | -47.7% | -97.9% | +50.3% | -48.7% |
| 1Y | -21.2% | -100.0% | +78.8% | -23.1% |
| All | -21.2% | -100.0% | +78.8% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling