-48.4%
TSLL vs VLO
+104.0%
-152.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -11.0% | -9.5% | -1.5% | -11.1% |
| 30D | -5.3% | -19.1% | +13.9% | -5.8% |
| 3M | +20.8% | +11.4% | +9.5% | +20.0% |
| 6M | -36.0% | +46.7% | -82.7% | -34.6% |
| YTD | -47.3% | +118.6% | -165.9% | -50.6% |
| 1Y | -48.4% | +99.9% | -148.3% | -50.9% |
| All | -48.4% | +104.0% | -152.5% | -50.9% |
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