-52.1%
TSLL vs VTR
+106.8%
-158.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.5% |
| 7D | -14.3% | +3.2% | -17.5% | -15.6% |
| 30D | -6.2% | +9.1% | -15.2% | -10.7% |
| 3M | +21.2% | -3.6% | +24.8% | +22.7% |
| 6M | -36.6% | +3.8% | -40.4% | -39.9% |
| YTD | -47.8% | +17.8% | -65.5% | -55.0% |
| 1Y | -45.2% | +20.5% | -65.8% | -53.7% |
| 3Y | -3.3% | +132.4% | -135.7% | -51.9% |
| All | -52.1% | +106.8% | -158.9% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling