-24.9%
TSLL vs VT
+69.4%
-94.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.1% | -17.8% | -3.8% |
| 7D | -28.9% | -4.2% | -24.7% | -13.0% |
| 30D | -21.4% | -5.8% | -15.6% | +4.5% |
| 3M | +5.0% | -5.2% | +10.2% | +37.5% |
| 6M | -36.6% | +0.1% | -36.7% | -30.9% |
| YTD | -56.6% | +8.2% | -64.9% | -66.9% |
| 1Y | -60.9% | +10.1% | -71.0% | -72.2% |
| All | -24.9% | +69.4% | -94.2% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling