-37.7%
TSLL vs VLO
+72.1%
-109.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.8% |
| 7D | +1.9% | +5.2% | -3.3% | +2.6% |
| 30D | +17.8% | +22.6% | -4.8% | +22.2% |
| 3M | -37.0% | +43.8% | -80.8% | -31.2% |
| 6M | -37.7% | +65.7% | -103.4% | -25.3% |
| All | -37.7% | +72.1% | -109.8% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling