-24.9%
TSLL vs VLO
+198.6%
-223.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.9% | -18.0% | -20.0% |
| 7D | -28.9% | -8.7% | -20.2% | -25.6% |
| 30D | -21.4% | -16.2% | -5.2% | -15.3% |
| 3M | +5.0% | +16.2% | -11.2% | -5.0% |
| 6M | -36.6% | +39.8% | -76.3% | -48.6% |
| YTD | -56.6% | +119.0% | -175.6% | -75.4% |
| 1Y | -60.9% | +110.8% | -171.7% | -77.4% |
| All | -24.9% | +198.6% | -223.5% | -66.8% |
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