+76.9%
VOO vs TSLL
-2.4%
+79.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | -0.6% | -11.0% | +10.4% | +0.1% |
| 30D | -3.6% | -5.3% | +1.6% | -3.6% |
| 3M | -2.7% | +20.8% | -23.5% | -4.9% |
| 6M | +2.2% | -36.0% | +38.2% | +3.8% |
| YTD | +10.9% | -47.3% | +58.2% | +13.4% |
| 1Y | +11.3% | -48.4% | +59.8% | +13.7% |
| 3Y | +76.9% | -5.4% | +82.4% | +63.3% |
| All | +76.9% | -2.4% | +79.3% | +63.3% |
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 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