-46.0%
TSLL vs VLTO
+18.3%
-64.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.3% |
| 7D | -9.4% | +13.8% | -23.3% | -9.1% |
| 30D | +1.6% | +21.2% | -19.6% | +1.6% |
| 3M | +29.4% | +21.5% | +7.9% | +29.5% |
| 6M | -20.1% | +33.0% | -53.1% | -19.8% |
| YTD | -44.5% | +17.8% | -62.3% | -40.7% |
| 1Y | -46.0% | +18.1% | -64.1% | -41.6% |
| All | -46.0% | +18.3% | -64.3% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling