-56.8%
TSLL vs VMC
+70.2%
-127.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +9.7% |
| 7D | -21.2% | +0.5% | -21.7% | -21.3% |
| 30D | -13.3% | +15.8% | -29.1% | -26.7% |
| 3M | +15.4% | +0.6% | +14.8% | +13.8% |
| 6M | -34.2% | -4.0% | -30.2% | -33.2% |
| YTD | -52.9% | -0.3% | -52.6% | -56.3% |
| 1Y | -54.3% | -0.5% | -53.8% | -57.4% |
| 3Y | -18.4% | +39.6% | -57.9% | -49.0% |
| All | -56.8% | +70.2% | -127.0% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling