-23.4%
TSLL vs VT
+23.3%
-46.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | +0.4% | +1.4% | +0.4% |
| 30D | +17.8% | +1.0% | +16.8% | +14.4% |
| 3M | -37.0% | +2.4% | -39.4% | -39.1% |
| 6M | -37.7% | +12.0% | -49.7% | -54.0% |
| YTD | -51.4% | +15.3% | -66.7% | -68.8% |
| 1Y | -23.4% | +22.6% | -45.9% | -59.9% |
| All | -23.4% | +23.3% | -46.7% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling