-39.7%
TSLL vs VYM
+18.8%
-58.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.1% |
| 7D | +33.0% | +3.3% | +29.6% | +21.1% |
| 30D | +7.7% | +3.8% | +3.9% | -0.5% |
| 3M | +34.7% | -0.4% | +35.1% | +39.3% |
| 6M | -31.5% | +7.1% | -38.6% | -40.1% |
| YTD | -42.4% | +17.1% | -59.4% | -58.3% |
| 1Y | -39.7% | +18.4% | -58.1% | -58.9% |
| All | -39.7% | +18.8% | -58.5% | -58.9% |
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