-52.0%
TSLL vs VYM
+72.4%
-124.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +1.4% |
| 7D | +5.1% | -1.0% | +6.1% | +8.6% |
| 30D | +20.0% | -2.0% | +22.0% | +28.2% |
| 3M | -23.8% | +3.1% | -26.8% | -29.9% |
| 6M | -30.3% | +8.9% | -39.2% | -45.9% |
| YTD | -47.7% | +14.7% | -62.4% | -65.5% |
| 1Y | -21.2% | +19.4% | -40.6% | -54.0% |
| 3Y | -26.9% | +65.4% | -92.3% | -77.0% |
| All | -52.0% | +72.4% | -124.4% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling