-52.1%
TSLL vs VNQ
+17.7%
-69.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +8.3% |
| 7D | -14.3% | +2.4% | -16.7% | -17.2% |
| 30D | -6.2% | +7.3% | -13.5% | -16.6% |
| 3M | +21.2% | -0.3% | +21.5% | +21.8% |
| 6M | -36.6% | +2.5% | -39.1% | -40.6% |
| YTD | -47.8% | +13.1% | -60.8% | -59.2% |
| 1Y | -45.2% | +11.9% | -57.1% | -56.5% |
| 3Y | -3.3% | +46.2% | -49.4% | -47.7% |
| All | -52.1% | +17.7% | -69.8% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling