+95.3%
VOO vs TSLL
-49.5%
+144.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.6% |
| 7D | +3.3% | +33.0% | -29.7% | +0.7% |
| 30D | -2.7% | +7.7% | -10.4% | -3.7% |
| 3M | -1.7% | +34.7% | -36.5% | -5.0% |
| 6M | +3.1% | -31.5% | +34.6% | +4.2% |
| YTD | +11.9% | -42.4% | +54.3% | +13.8% |
| 1Y | +12.1% | -39.7% | +51.8% | +13.1% |
| 3Y | +78.6% | +3.4% | +75.2% | +54.9% |
| All | +95.3% | -49.5% | +144.7% | +87.5% |
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 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