-37.0%
TSLL vs VST
-1.3%
-35.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.5% | -15.4% | -13.8% |
| 7D | +1.9% | +8.9% | -7.0% | -3.6% |
| 30D | +17.8% | +6.2% | +11.6% | +13.1% |
| 3M | -37.0% | -2.7% | -34.3% | -38.6% |
| All | -37.0% | -1.3% | -35.7% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 3mo: compounded portfolio wealth divided by compounded VST 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…
3mo analysis · Full analysis span regression · Available span rolling