-18.4%
TSLL vs VTR
+121.5%
-139.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +9.0% | +8.7% |
| 7D | -21.2% | +4.7% | -25.9% | -22.2% |
| 30D | -13.3% | +10.9% | -24.2% | -16.3% |
| 3M | +15.4% | -3.2% | +18.6% | +16.5% |
| 6M | -34.2% | +3.7% | -37.9% | -36.6% |
| YTD | -52.9% | +16.8% | -69.7% | -58.1% |
| 1Y | -54.3% | +21.3% | -75.7% | -60.6% |
| 3Y | -18.4% | +119.0% | -137.4% | -58.3% |
| All | -18.4% | +121.5% | -139.9% | -58.3% |
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