-33.3%
TSLL vs VTRS
+89.0%
-122.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.6% |
| 7D | +1.9% | +3.3% | -1.4% | -0.1% |
| 30D | +17.8% | -3.6% | +21.4% | +20.1% |
| 3M | -37.0% | +7.0% | -44.0% | -40.4% |
| 6M | -37.7% | +17.5% | -55.1% | -44.3% |
| YTD | -51.4% | +38.8% | -90.1% | -60.9% |
| 1Y | -23.4% | +69.2% | -92.6% | -46.1% |
| All | -33.3% | +89.0% | -122.3% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling