-21.2%
TSLL vs VNQ
+7.6%
-28.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +5.1% | -0.9% | +6.0% | +5.5% |
| 30D | +20.0% | -2.2% | +22.2% | +20.7% |
| 3M | -23.8% | -1.9% | -21.8% | -23.7% |
| 6M | -30.3% | +3.2% | -33.5% | -33.5% |
| YTD | -47.7% | +9.4% | -57.0% | -51.0% |
| 1Y | -21.2% | +7.5% | -28.7% | -25.8% |
| All | -21.2% | +7.6% | -28.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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