-2.8%
TSLL vs VTR
+131.9%
-134.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +3.6% |
| 7D | +33.0% | +0.7% | +32.3% | +32.7% |
| 30D | +7.7% | +6.9% | +0.8% | +5.5% |
| 3M | +34.7% | +1.3% | +33.4% | +34.2% |
| 6M | -31.5% | +2.5% | -34.0% | -33.1% |
| YTD | -42.4% | +18.0% | -60.3% | -48.5% |
| 1Y | -39.7% | +19.5% | -59.1% | -46.7% |
| All | -2.8% | +131.9% | -134.6% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling