+27.1%
V vs TSLL
-47.7%
+74.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -0.1% |
| 7D | -0.8% | -14.3% | +13.5% | -0.9% |
| 30D | +9.5% | -6.2% | +15.7% | +9.5% |
| 3M | +16.7% | +21.2% | -4.5% | +17.1% |
| 6M | +32.9% | -36.6% | +69.5% | +32.7% |
| YTD | +21.1% | -47.8% | +68.9% | +20.6% |
| All | +27.1% | -47.7% | +74.8% | +26.5% |
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