-42.4%
TSLL vs VT
+13.3%
-55.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.9% |
| 7D | -4.8% | -1.6% | -3.2% | +0.8% |
| 30D | +13.0% | -2.5% | +15.5% | +24.7% |
| 3M | +42.7% | -1.3% | +44.0% | +52.2% |
| 6M | -14.0% | +3.1% | -17.1% | -15.5% |
| YTD | -40.8% | +10.9% | -51.7% | -53.2% |
| All | -42.4% | +13.3% | -55.6% | -58.6% |
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