-5.9%
TSLL vs VTRS
+161.6%
-167.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.2% |
| 7D | +0.5% | +9.6% | -9.1% | -4.2% |
| 30D | +2.7% | +20.1% | -17.4% | -7.4% |
| 3M | +26.3% | +30.3% | -4.1% | +8.3% |
| 6M | -37.2% | +26.3% | -63.5% | -45.8% |
| YTD | -44.2% | +73.1% | -117.4% | -60.6% |
| 1Y | -44.0% | +94.7% | -138.7% | -63.2% |
| All | -5.9% | +161.6% | -167.6% | -51.8% |
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