-55.4%
TSLL vs VST
+545.1%
-600.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.5% | -15.4% | -14.0% |
| 7D | +1.9% | +8.9% | -7.0% | -3.7% |
| 30D | +17.8% | +6.2% | +11.6% | +12.9% |
| 3M | -37.0% | -2.7% | -34.3% | -36.5% |
| 6M | -37.7% | -8.4% | -29.3% | -35.6% |
| YTD | -51.4% | -7.2% | -44.2% | -51.0% |
| 1Y | -23.4% | -20.9% | -2.5% | -15.2% |
| 3Y | -30.8% | +384.0% | -414.8% | -76.0% |
| All | -55.4% | +545.1% | -600.5% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling