-56.8%
TSLL vs VLO
+261.5%
-318.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +9.2% |
| 7D | -21.2% | -13.3% | -7.9% | -16.4% |
| 30D | -13.3% | -18.3% | +5.0% | -6.7% |
| 3M | +15.4% | +14.3% | +1.0% | +7.3% |
| 6M | -34.2% | +47.6% | -81.9% | -45.6% |
| YTD | -52.9% | +116.0% | -168.9% | -69.1% |
| 1Y | -54.3% | +101.0% | -155.4% | -69.0% |
| 3Y | -18.4% | +199.0% | -217.4% | -55.1% |
| All | -56.8% | +261.5% | -318.3% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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