-55.4%
TSLL vs VIVK
-100.0%
+44.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -12.3% | +0.5% | -12.0% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | +17.8% | -43.6% | +61.4% | +16.9% |
| 3M | -37.0% | -95.1% | +58.1% | -38.1% |
| 6M | -37.7% | -98.2% | +60.5% | -38.9% |
| YTD | -51.4% | -97.9% | +46.5% | -52.3% |
| 1Y | -23.4% | -100.0% | +76.6% | -28.1% |
| 3Y | -30.8% | -100.0% | +69.2% | -33.6% |
| All | -55.4% | -100.0% | +44.5% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling