-51.7%
TSLL vs VMC
+73.3%
-125.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.7% |
| 7D | -11.0% | +1.1% | -12.2% | -11.6% |
| 30D | -5.3% | +17.7% | -23.0% | -21.2% |
| 3M | +20.8% | +1.1% | +19.8% | +18.8% |
| 6M | -36.0% | +1.8% | -37.8% | -39.1% |
| YTD | -47.3% | +1.5% | -48.8% | -52.0% |
| 1Y | -48.4% | -1.1% | -47.3% | -51.1% |
| 3Y | -5.4% | +38.8% | -44.2% | -40.2% |
| All | -51.7% | +73.3% | -125.0% | -77.6% |
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