+77.6%
V vs TSLL
-27.3%
+104.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -21.9% | +18.7% | -2.4% |
| 7D | +2.9% | -28.9% | +31.8% | +4.2% |
| 30D | +14.0% | -21.4% | +35.5% | +14.9% |
| 3M | +14.9% | +5.0% | +9.9% | +14.2% |
| 6M | +31.7% | -36.6% | +68.3% | +32.5% |
| YTD | +21.2% | -56.6% | +77.9% | +23.6% |
| 1Y | +25.3% | -60.9% | +86.1% | +28.0% |
| All | +77.6% | -27.3% | +104.9% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling