-55.4%
TSLL vs VTR
+107.3%
-162.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.0% | -9.9% | -10.8% |
| 7D | +1.9% | -1.7% | +3.6% | +2.9% |
| 30D | +17.8% | -2.4% | +20.2% | +19.2% |
| 3M | -37.0% | +14.8% | -51.8% | -44.2% |
| 6M | -37.7% | +5.3% | -43.0% | -41.3% |
| YTD | -51.4% | +18.1% | -69.5% | -57.9% |
| 1Y | -23.4% | +36.7% | -60.1% | -41.5% |
| 3Y | -30.8% | +130.1% | -160.9% | -64.9% |
| All | -55.4% | +107.3% | -162.8% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling