-56.8%
TSLL vs VTV
+78.7%
-135.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +9.9% |
| 7D | -21.2% | -2.2% | -19.0% | -14.3% |
| 30D | -13.3% | +2.2% | -15.5% | -18.2% |
| 3M | +15.4% | +0.3% | +15.1% | +16.0% |
| 6M | -34.2% | +8.3% | -42.5% | -47.6% |
| YTD | -52.9% | +18.5% | -71.4% | -71.9% |
| 1Y | -54.3% | +23.0% | -77.4% | -75.9% |
| 3Y | -18.4% | +72.6% | -91.0% | -78.4% |
| All | -56.8% | +78.7% | -135.6% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling