-60.3%
TSLL vs VOO
+88.6%
-148.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.4% | -17.5% | -5.2% |
| 7D | -28.9% | -4.7% | -24.2% | -13.3% |
| 30D | -21.4% | -5.9% | -15.5% | +1.3% |
| 3M | +5.0% | -4.5% | +9.5% | +29.7% |
| 6M | -36.6% | +1.9% | -38.4% | -34.5% |
| YTD | -56.6% | +8.4% | -65.0% | -63.7% |
| 1Y | -60.9% | +9.5% | -70.3% | -68.0% |
| 3Y | -25.2% | +75.3% | -100.5% | -78.4% |
| All | -60.3% | +88.6% | -148.9% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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