-3.3%
TSLL vs VYM
+71.9%
-75.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +2.1% |
| 7D | -14.3% | -0.7% | -13.6% | -10.2% |
| 30D | -6.2% | +2.5% | -8.7% | -13.1% |
| 3M | +21.2% | -1.2% | +22.4% | +29.8% |
| 6M | -36.6% | +5.9% | -42.5% | -47.4% |
| YTD | -47.8% | +15.4% | -63.2% | -69.5% |
| 1Y | -45.2% | +18.8% | -64.1% | -71.8% |
| 3Y | -3.3% | +73.8% | -77.1% | -78.9% |
| All | -3.3% | +71.9% | -75.1% | -78.9% |
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 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