-37.7%
TSLL vs VMC
-11.2%
-26.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.8% | -12.1% |
| 7D | +1.9% | -4.3% | +6.2% | +3.5% |
| 30D | +17.8% | -8.2% | +26.0% | +21.1% |
| 3M | -37.0% | -7.0% | -30.0% | -36.4% |
| 6M | -37.7% | -10.8% | -26.9% | -36.2% |
| All | -37.7% | -11.2% | -26.5% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling