-51.9%
TSLL vs VTRS
+98.9%
-150.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.6% | +9.5% | +8.8% |
| 7D | +5.8% | -0.1% | +5.9% | +5.7% |
| 30D | +21.7% | +1.9% | +19.8% | +20.4% |
| 3M | -28.2% | +5.1% | -33.3% | -31.3% |
| 6M | -29.5% | +20.1% | -49.5% | -37.4% |
| YTD | -47.5% | +36.6% | -84.1% | -57.0% |
| 1Y | -20.8% | +64.1% | -84.9% | -42.1% |
| 3Y | -26.7% | +86.4% | -113.1% | -53.3% |
| All | -51.9% | +98.9% | -150.9% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling