-51.9%
TSLL vs VTR
+106.4%
-158.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +8.1% |
| 7D | +5.8% | -2.4% | +8.2% | +7.3% |
| 30D | +21.7% | -3.7% | +25.4% | +24.0% |
| 3M | -28.2% | +13.5% | -41.8% | -35.5% |
| 6M | -29.5% | +7.2% | -36.7% | -34.4% |
| YTD | -47.5% | +17.6% | -65.1% | -54.5% |
| 1Y | -20.8% | +35.4% | -56.2% | -39.2% |
| 3Y | -26.7% | +132.8% | -159.6% | -63.1% |
| All | -51.9% | +106.4% | -158.3% | -72.6% |
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