-28.9%
TSLT vs VOO
+83.2%
-112.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | -0.2% |
| 7D | +0.6% | -0.9% | +1.5% | +8.0% |
| 30D | +2.5% | -2.3% | +4.8% | +17.2% |
| 3M | +25.5% | -1.2% | +26.7% | +37.8% |
| 6M | -38.1% | +3.3% | -41.4% | -40.8% |
| YTD | -45.5% | +12.3% | -57.8% | -63.6% |
| 1Y | -45.5% | +12.5% | -58.0% | -63.6% |
| 3Y | -23.3% | +79.2% | -102.4% | -87.3% |
| All | -28.9% | +83.2% | -112.1% | -89.6% |
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