+107.4%
V vs TSLL
-54.2%
+161.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -0.6% |
| 7D | -0.8% | -14.3% | +13.5% | -0.2% |
| 30D | +9.5% | -6.2% | +15.7% | +9.6% |
| 3M | +16.7% | +21.2% | -4.5% | +15.0% |
| 6M | +32.9% | -36.6% | +69.5% | +34.1% |
| YTD | +21.1% | -47.8% | +68.9% | +22.8% |
| 1Y | +26.6% | -45.2% | +71.9% | +27.7% |
| 3Y | +78.4% | -3.3% | +81.6% | +60.6% |
| All | +107.4% | -54.2% | +161.7% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling