-60.3%
TSLL vs VO
+55.9%
-116.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.5% | -18.4% | -10.9% |
| 7D | -28.9% | -3.3% | -25.5% | -19.5% |
| 30D | -21.4% | -1.8% | -19.6% | -15.0% |
| 3M | +5.0% | -3.4% | +8.3% | +20.1% |
| 6M | -36.6% | +3.0% | -39.6% | -38.8% |
| YTD | -56.6% | +10.7% | -67.4% | -66.4% |
| 1Y | -60.9% | +11.8% | -72.7% | -70.5% |
| 3Y | -25.2% | +60.4% | -85.6% | -71.4% |
| All | -60.3% | +55.9% | -116.2% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling