-52.1%
TSLL vs VLO
+272.2%
-324.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.0% | +7.9% | +9.7% |
| 7D | -14.3% | -6.5% | -7.8% | -11.6% |
| 30D | -6.2% | -17.8% | +11.6% | +1.0% |
| 3M | +21.2% | +19.6% | +1.6% | +10.7% |
| 6M | -36.6% | +49.3% | -85.9% | -47.7% |
| YTD | -47.8% | +122.4% | -170.2% | -66.1% |
| 1Y | -45.2% | +107.4% | -152.7% | -63.2% |
| 3Y | -3.3% | +223.1% | -226.3% | -47.9% |
| All | -52.1% | +272.2% | -324.4% | -75.5% |
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