+29.3%
V vs TSLL
-48.4%
+77.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.3% | +10.2% | +3.8% |
| 7D | +9.0% | -9.4% | +18.4% | +8.9% |
| 30D | +18.1% | +1.6% | +16.5% | +18.1% |
| 3M | +18.3% | +29.4% | -11.1% | +18.7% |
| 6M | +34.1% | -20.1% | +54.2% | +33.6% |
| YTD | +25.2% | -44.5% | +69.7% | +24.9% |
| 1Y | +29.3% | -46.0% | +75.3% | +28.9% |
| All | +29.3% | -48.4% | +77.7% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling