-47.2%
TSLL vs VMC
+69.0%
-116.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.8% | +5.0% |
| 7D | +33.0% | -1.7% | +34.6% | +35.4% |
| 30D | +7.7% | +15.3% | -7.6% | -8.4% |
| 3M | +34.7% | +0.3% | +34.4% | +33.2% |
| 6M | -31.5% | +0.9% | -32.4% | -34.4% |
| YTD | -42.4% | -1.0% | -41.3% | -46.1% |
| 1Y | -39.7% | -4.3% | -35.4% | -40.7% |
| 3Y | +3.4% | +35.3% | -31.9% | -32.9% |
| All | -47.2% | +69.0% | -116.2% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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