-48.9%
TSLL vs VMC
+1.5%
-50.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.3% | +9.8% |
| 7D | -14.3% | +0.3% | -14.6% | -13.9% |
| 30D | -6.2% | +18.6% | -24.7% | -11.7% |
| 3M | +21.2% | +2.0% | +19.1% | +21.5% |
| 6M | -36.6% | +2.6% | -39.2% | -37.6% |
| YTD | -47.8% | +2.3% | -50.0% | -52.3% |
| All | -48.9% | +1.5% | -50.4% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling