-30.8%
TSLL vs VTRS
+66.8%
-97.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +6.1% | -2.2% | +8.3% | +7.0% |
| 30D | +20.6% | +3.3% | +17.3% | +18.8% |
| 3M | -25.4% | +2.0% | -27.4% | -27.0% |
| 6M | -34.2% | +19.9% | -54.2% | -41.1% |
| YTD | -48.4% | +35.7% | -84.1% | -54.5% |
| 1Y | -30.8% | +68.1% | -98.9% | -41.7% |
| All | -30.8% | +66.8% | -97.6% | -41.7% |
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