-26.7%
TSLL vs VYM
+66.8%
-93.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +9.5% |
| 7D | +5.8% | +0.1% | +5.7% | +5.4% |
| 30D | +21.7% | -1.3% | +23.0% | +28.1% |
| 3M | -28.2% | +4.1% | -32.3% | -37.7% |
| 6M | -29.5% | +9.8% | -39.2% | -50.1% |
| YTD | -47.5% | +15.3% | -62.9% | -69.5% |
| 1Y | -20.8% | +20.0% | -40.8% | -60.6% |
| 3Y | -26.7% | +66.2% | -93.0% | -83.1% |
| All | -26.7% | +66.8% | -93.6% | -83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling