-38.3%
TSLL vs VLTO
+54.8%
-93.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.2% | +8.4% |
| 7D | -21.2% | +5.4% | -26.6% | -23.6% |
| 30D | -13.3% | +22.3% | -35.6% | -24.0% |
| 3M | +15.4% | +19.6% | -4.2% | +2.8% |
| 6M | -34.2% | +35.2% | -69.4% | -47.5% |
| YTD | -52.9% | +17.9% | -70.8% | -57.7% |
| 1Y | -54.3% | +19.5% | -73.9% | -59.8% |
| 3Y | -18.4% | +73.9% | -92.3% | -51.4% |
| All | -38.3% | +54.8% | -93.1% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling