-55.4%
TSLL vs VMC
+58.1%
-113.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.8% | -12.9% |
| 7D | +1.9% | -4.3% | +6.2% | +6.7% |
| 30D | +17.8% | -8.2% | +26.0% | +29.7% |
| 3M | -37.0% | -7.0% | -30.0% | -33.4% |
| 6M | -37.7% | -10.8% | -26.9% | -31.7% |
| YTD | -51.4% | -7.4% | -44.0% | -50.7% |
| 1Y | -23.4% | -9.5% | -13.9% | -20.9% |
| 3Y | -30.8% | +20.5% | -51.2% | -48.4% |
| All | -55.4% | +58.1% | -113.5% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling