-21.2%
TSLL vs VYM
+19.4%
-40.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +1.2% |
| 7D | +5.1% | -1.0% | +6.1% | +8.2% |
| 30D | +20.0% | -2.0% | +22.0% | +27.4% |
| 3M | -23.8% | +3.1% | -26.8% | -29.1% |
| 6M | -30.3% | +8.9% | -39.2% | -44.0% |
| YTD | -47.7% | +14.7% | -62.4% | -62.9% |
| 1Y | -21.2% | +19.4% | -40.6% | -50.2% |
| All | -21.2% | +19.4% | -40.6% | -50.2% |
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