-23.4%
TSLL vs VYM
+21.4%
-44.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -10.7% |
| 7D | +1.9% | 0.0% | +1.9% | +2.2% |
| 30D | +17.8% | -0.5% | +18.3% | +20.0% |
| 3M | -37.0% | +3.0% | -40.0% | -41.2% |
| 6M | -37.7% | +8.2% | -45.9% | -49.2% |
| YTD | -51.4% | +15.8% | -67.2% | -66.5% |
| 1Y | -23.4% | +20.8% | -44.2% | -54.0% |
| All | -23.4% | +21.4% | -44.8% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling