-3.8%
TSLL vs VST
+251.1%
-254.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -13.8% | +7.5% | +1.9% |
| 7D | -9.4% | -15.7% | +6.3% | -0.3% |
| 30D | +1.6% | -17.0% | +18.5% | +11.9% |
| 3M | +29.4% | -15.9% | +45.3% | +40.7% |
| 6M | -20.1% | -25.0% | +4.8% | -7.6% |
| YTD | -44.5% | -25.1% | -19.4% | -37.3% |
| 1Y | -46.0% | -34.9% | -11.2% | -33.4% |
| All | -3.8% | +251.1% | -254.9% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling