-52.1%
TSLL vs VO
+60.0%
-112.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +2.3% |
| 7D | -14.3% | -0.1% | -14.2% | -12.1% |
| 30D | -6.2% | +0.5% | -6.7% | -5.4% |
| 3M | +21.2% | -1.0% | +22.2% | +28.9% |
| 6M | -36.6% | +6.4% | -43.0% | -44.4% |
| YTD | -47.8% | +13.6% | -61.4% | -62.5% |
| 1Y | -45.2% | +14.5% | -59.7% | -61.5% |
| 3Y | -3.3% | +67.2% | -70.5% | -67.0% |
| All | -52.1% | +60.0% | -112.1% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling