-54.3%
TSLL vs VO
+11.7%
-66.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +9.1% |
| 7D | -21.2% | -2.6% | -18.7% | -12.9% |
| 30D | -13.3% | -0.9% | -12.4% | -8.3% |
| 3M | +15.4% | -3.0% | +18.4% | +30.5% |
| 6M | -34.2% | +2.2% | -36.4% | -33.5% |
| YTD | -52.9% | +10.6% | -63.5% | -59.5% |
| 1Y | -54.3% | +12.5% | -66.9% | -62.4% |
| All | -54.3% | +11.7% | -66.0% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling