-43.2%
TSLL vs VLTO
+54.1%
-97.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.4% | -21.5% | -21.6% |
| 7D | -28.9% | +12.0% | -40.9% | -33.8% |
| 30D | -21.4% | +20.8% | -42.3% | -30.6% |
| 3M | +5.0% | +20.1% | -15.1% | -6.7% |
| 6M | -36.6% | +32.6% | -69.2% | -48.7% |
| YTD | -56.6% | +17.3% | -74.0% | -61.0% |
| 1Y | -60.9% | +17.3% | -78.2% | -64.9% |
| 3Y | -25.2% | +66.9% | -92.1% | -54.1% |
| All | -43.2% | +54.1% | -97.3% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling