-39.7%
TSLL vs VLO
+112.7%
-152.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +3.2% |
| 7D | +33.0% | +6.8% | +26.2% | +32.5% |
| 30D | +7.7% | -17.9% | +25.6% | +6.7% |
| 3M | +34.7% | +13.5% | +21.2% | +33.3% |
| 6M | -31.5% | +53.0% | -84.5% | -30.1% |
| YTD | -42.4% | +133.7% | -176.1% | -45.5% |
| 1Y | -39.7% | +115.7% | -155.4% | -42.4% |
| All | -39.7% | +112.7% | -152.4% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling