-51.7%
TSLL vs VO
+59.9%
-111.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -11.0% | -0.2% | -10.8% | -8.6% |
| 30D | -5.3% | +0.5% | -5.8% | -4.4% |
| 3M | +20.8% | -1.1% | +21.9% | +28.9% |
| 6M | -36.0% | +6.4% | -42.4% | -43.8% |
| YTD | -47.3% | +13.5% | -60.8% | -62.1% |
| 1Y | -48.4% | +13.6% | -62.0% | -62.9% |
| 3Y | -5.4% | +65.2% | -70.6% | -66.8% |
| All | -51.7% | +59.9% | -111.6% | -80.5% |
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