-55.4%
TSLL vs VO
+60.8%
-116.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.6% | -11.2% |
| 7D | +1.9% | -0.3% | +2.2% | +3.0% |
| 30D | +17.8% | -0.3% | +18.1% | +19.8% |
| 3M | -37.0% | +2.9% | -40.0% | -40.5% |
| 6M | -37.7% | +9.3% | -47.0% | -50.8% |
| YTD | -51.4% | +14.2% | -65.6% | -66.5% |
| 1Y | -23.4% | +15.3% | -38.6% | -48.1% |
| 3Y | -30.8% | +56.2% | -87.0% | -73.1% |
| All | -55.4% | +60.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling