-49.1%
TSLL vs VTR
+105.5%
-154.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | +17.8% | +0.2% | +17.6% | +17.8% |
| 30D | +8.2% | +5.5% | +2.8% | +4.9% |
| 3M | +20.9% | -0.9% | +21.8% | +20.8% |
| 6M | -37.5% | -0.4% | -37.1% | -39.2% |
| YTD | -44.5% | +17.0% | -61.5% | -52.0% |
| 1Y | -33.0% | +18.0% | -50.9% | -42.5% |
| 3Y | -6.4% | +127.4% | -133.7% | -52.7% |
| All | -49.1% | +105.5% | -154.6% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling