-34.2%
TSLL vs VTR
+3.5%
-37.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +9.0% | +8.4% |
| 7D | -21.2% | +4.7% | -25.9% | -17.9% |
| 30D | -13.3% | +10.9% | -24.2% | -4.9% |
| 3M | +15.4% | -3.2% | +18.6% | +12.1% |
| 6M | -34.2% | +3.7% | -37.9% | -14.1% |
| All | -34.2% | +3.5% | -37.7% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling