-35.4%
TSLR vs VOO
+80.2%
-115.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.5% | +10.5% |
| 7D | +5.9% | +0.5% | +5.3% | +3.6% |
| 30D | +22.1% | -0.9% | +23.0% | +28.5% |
| 3M | -28.0% | +3.9% | -31.9% | -35.6% |
| 6M | -28.8% | +14.5% | -43.3% | -58.0% |
| YTD | -46.8% | +13.0% | -59.8% | -66.3% |
| 1Y | -19.4% | +19.4% | -38.9% | -58.8% |
| 3Y | -39.0% | +78.9% | -117.8% | -89.6% |
| All | -35.4% | +80.2% | -115.6% | -89.3% |
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