-55.4%
TSLL vs VLO
+286.8%
-342.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.9% |
| 7D | +1.9% | +5.2% | -3.3% | -0.2% |
| 30D | +17.8% | +22.6% | -4.8% | +8.0% |
| 3M | -37.0% | +43.8% | -80.8% | -46.1% |
| 6M | -37.7% | +65.7% | -103.4% | -51.6% |
| YTD | -51.4% | +131.1% | -182.5% | -68.5% |
| 1Y | -23.4% | +143.6% | -167.0% | -52.0% |
| 3Y | -30.8% | +201.4% | -232.2% | -62.0% |
| All | -55.4% | +286.8% | -342.2% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling