+94.5%
VOO vs TSLL
-51.4%
+145.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.1% |
| 7D | +2.6% | +17.8% | -15.3% | +1.1% |
| 30D | -2.0% | +8.2% | -10.2% | -3.0% |
| 3M | -2.8% | +20.9% | -23.6% | -5.1% |
| 6M | +2.2% | -37.5% | +39.7% | +4.0% |
| YTD | +11.5% | -44.5% | +56.0% | +13.8% |
| 1Y | +13.5% | -33.0% | +46.5% | +13.7% |
| 3Y | +78.1% | -6.4% | +84.5% | +56.0% |
| All | +94.5% | -51.4% | +145.9% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling