-46.0%
TSLL vs VTRS
+90.6%
-136.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.6% | -7.9% | -6.9% |
| 7D | -9.4% | +2.4% | -11.8% | -10.4% |
| 30D | +1.6% | +9.1% | -7.5% | -2.2% |
| 3M | +29.4% | +9.4% | +20.0% | +23.8% |
| 6M | -20.1% | +28.3% | -48.5% | -30.6% |
| YTD | -44.5% | +58.0% | -102.5% | -55.8% |
| 1Y | -46.0% | +89.7% | -135.7% | -60.5% |
| All | -46.0% | +90.6% | -136.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling