-51.9%
TSLL vs VTV
+79.2%
-131.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.8% | +8.7% | +10.4% |
| 7D | +5.8% | +0.3% | +5.5% | +4.8% |
| 30D | +21.7% | +0.1% | +21.6% | +21.4% |
| 3M | -28.2% | +6.2% | -34.4% | -40.5% |
| 6M | -29.5% | +13.5% | -42.9% | -52.1% |
| YTD | -47.5% | +18.9% | -66.4% | -69.3% |
| 1Y | -20.8% | +25.8% | -46.6% | -61.2% |
| 3Y | -26.7% | +68.7% | -95.5% | -79.8% |
| All | -51.9% | +79.2% | -131.1% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling