-18.4%
TSLL vs VLO
+194.5%
-212.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +9.3% |
| 7D | -21.2% | -13.3% | -7.9% | -15.6% |
| 30D | -13.3% | -18.3% | +5.0% | -5.5% |
| 3M | +15.4% | +14.3% | +1.0% | +5.1% |
| 6M | -34.2% | +47.6% | -81.9% | -48.2% |
| YTD | -52.9% | +116.0% | -168.9% | -73.1% |
| 1Y | -54.3% | +101.0% | -155.4% | -72.6% |
| 3Y | -18.4% | +199.0% | -217.4% | -63.8% |
| All | -18.4% | +194.5% | -212.9% | -63.8% |
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