-49.1%
TSLL vs VST
+420.6%
-469.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -13.8% | +7.5% | +2.1% |
| 7D | -9.4% | -15.7% | +6.3% | -0.2% |
| 30D | +1.6% | -17.0% | +18.5% | +12.1% |
| 3M | +29.4% | -15.9% | +45.3% | +40.9% |
| 6M | -20.1% | -25.0% | +4.8% | -7.4% |
| YTD | -44.5% | -25.1% | -19.4% | -37.2% |
| 1Y | -46.0% | -34.9% | -11.2% | -33.2% |
| 3Y | -4.3% | +252.7% | -257.0% | -59.7% |
| All | -49.1% | +420.6% | -469.8% | -83.2% |
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