-26.7%
TSLL vs VNQ
+31.8%
-58.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.1% | +8.0% | +8.0% |
| 7D | +5.8% | -0.4% | +6.2% | +6.7% |
| 30D | +21.7% | -2.5% | +24.2% | +27.1% |
| 3M | -28.2% | +1.4% | -29.6% | -31.6% |
| 6M | -29.5% | +4.6% | -34.0% | -36.9% |
| YTD | -47.5% | +10.5% | -58.1% | -58.2% |
| 1Y | -20.8% | +8.4% | -29.2% | -34.8% |
| 3Y | -26.7% | +32.4% | -59.2% | -52.5% |
| All | -26.7% | +31.8% | -58.5% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling