-29.2%
TSLT vs VOO
+81.9%
-111.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -2.2% |
| 7D | +18.0% | +2.6% | +15.4% | +5.6% |
| 30D | +8.1% | -2.0% | +10.0% | +21.4% |
| 3M | +20.0% | -2.8% | +22.7% | +41.7% |
| 6M | -38.2% | +2.2% | -40.4% | -37.9% |
| YTD | -45.8% | +11.5% | -57.3% | -62.6% |
| 1Y | -34.8% | +13.5% | -48.3% | -58.5% |
| 3Y | -29.6% | +78.1% | -107.7% | -88.0% |
| All | -29.2% | +81.9% | -111.1% | -89.4% |
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