-56.8%
TSLL vs VO
+55.7%
-112.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +9.1% |
| 7D | -21.2% | -2.6% | -18.7% | -13.0% |
| 30D | -13.3% | -0.9% | -12.4% | -8.8% |
| 3M | +15.4% | -3.0% | +18.4% | +30.4% |
| 6M | -34.2% | +2.2% | -36.4% | -35.0% |
| YTD | -52.9% | +10.6% | -63.5% | -63.3% |
| 1Y | -54.3% | +12.5% | -66.9% | -66.3% |
| 3Y | -18.4% | +61.4% | -79.8% | -69.2% |
| All | -56.8% | +55.7% | -112.6% | -81.1% |
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