+51.5%
TSLP vs VOO
+90.0%
-38.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.7% |
| 7D | +16.5% | +3.3% | +13.2% | +9.6% |
| 30D | +6.1% | -2.7% | +8.8% | +12.5% |
| 3M | +21.0% | -1.7% | +22.8% | +26.2% |
| 6M | -12.0% | +3.1% | -15.2% | -15.2% |
| YTD | -17.7% | +11.9% | -29.6% | -31.4% |
| 1Y | -15.3% | +12.1% | -27.3% | -29.4% |
| 3Y | +46.1% | +78.6% | -32.5% | -37.4% |
| All | +51.5% | +90.0% | -38.5% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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