-60.3%
TSLL vs VST
+388.6%
-448.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.2% | -15.7% | -18.1% |
| 7D | -28.9% | -19.9% | -9.0% | -18.4% |
| 30D | -21.4% | -29.7% | +8.2% | -2.8% |
| 3M | +5.0% | -19.6% | +24.5% | +18.4% |
| 6M | -36.6% | -29.4% | -7.2% | -23.0% |
| YTD | -56.6% | -29.7% | -26.9% | -48.5% |
| 1Y | -60.9% | -40.0% | -20.8% | -48.7% |
| 3Y | -25.2% | +231.0% | -256.2% | -67.0% |
| All | -60.3% | +388.6% | -448.9% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling