-40.2%
TSLR vs VOO
+81.2%
-121.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.4% | -11.5% | -10.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.8% |
| 30D | +18.0% | +0.1% | +18.0% | +19.1% |
| 3M | -36.8% | +2.0% | -38.8% | -38.0% |
| 6M | -37.1% | +13.0% | -50.2% | -60.5% |
| YTD | -50.7% | +13.6% | -64.3% | -69.5% |
| 1Y | -22.1% | +20.1% | -42.2% | -61.1% |
| 3Y | -42.6% | +77.6% | -120.2% | -90.0% |
| All | -40.2% | +81.2% | -121.4% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling