-35.3%
TSLL vs VLO
+199.5%
-234.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.9% |
| 7D | +1.9% | +5.2% | -3.3% | -0.6% |
| 30D | +17.8% | +22.6% | -4.8% | +6.4% |
| 3M | -37.0% | +43.8% | -80.8% | -47.6% |
| 6M | -37.7% | +65.7% | -103.4% | -54.0% |
| YTD | -51.4% | +131.1% | -182.5% | -71.7% |
| 1Y | -23.4% | +143.6% | -167.0% | -57.6% |
| All | -35.3% | +199.5% | -234.9% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling