-52.1%
TSLL vs VTV
+82.2%
-134.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +4.7% |
| 7D | -14.3% | -0.5% | -13.8% | -11.4% |
| 30D | -6.2% | +3.1% | -9.2% | -13.5% |
| 3M | +21.2% | +1.8% | +19.4% | +16.5% |
| 6M | -36.6% | +10.9% | -47.5% | -52.9% |
| YTD | -47.8% | +20.9% | -68.6% | -70.6% |
| 1Y | -45.2% | +24.6% | -69.9% | -72.1% |
| 3Y | -3.3% | +78.6% | -81.8% | -76.6% |
| All | -52.1% | +82.2% | -134.4% | -87.8% |
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