+84.3%
V vs TSLL
-57.4%
+141.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -11.8% | +10.9% | -0.4% |
| 7D | -1.7% | +1.9% | -3.6% | -1.9% |
| 30D | +2.0% | +17.8% | -15.8% | +1.0% |
| 3M | +17.4% | -37.0% | +54.4% | +18.9% |
| 6M | +17.5% | -37.7% | +55.2% | +18.6% |
| YTD | +7.6% | -51.4% | +59.0% | +9.8% |
| 1Y | +7.7% | -23.4% | +31.1% | +6.1% |
| 3Y | +54.7% | -30.8% | +85.4% | +42.6% |
| All | +84.3% | -57.4% | +141.7% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling