-23.4%
TSLL vs VLTO
-8.3%
-15.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.8% |
| 7D | +1.9% | -2.3% | +4.2% | +2.0% |
| 30D | +17.8% | -0.9% | +18.6% | +17.7% |
| 3M | -37.0% | +13.8% | -50.8% | -37.6% |
| 6M | -37.7% | +2.0% | -39.7% | -35.3% |
| YTD | -51.4% | -3.2% | -48.2% | -48.6% |
| 1Y | -23.4% | -9.2% | -14.2% | -14.8% |
| All | -23.4% | -8.3% | -15.1% | -14.8% |
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