-2.8%
TSLL vs VO
+66.5%
-69.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +6.6% |
| 7D | +33.0% | +2.9% | +30.0% | +19.5% |
| 30D | +7.7% | +1.0% | +6.7% | +6.3% |
| 3M | +34.7% | -1.7% | +36.5% | +48.4% |
| 6M | -31.5% | +6.7% | -38.2% | -42.8% |
| YTD | -42.4% | +14.0% | -56.3% | -62.8% |
| 1Y | -39.7% | +13.7% | -53.4% | -60.7% |
| All | -2.8% | +66.5% | -69.3% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling