+95.9%
VOO vs TSLL
-51.1%
+147.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.8% |
| 7D | -0.9% | +0.5% | -1.4% | -1.2% |
| 30D | -2.3% | +2.7% | -5.0% | -3.0% |
| 3M | -1.2% | +26.3% | -27.4% | -3.9% |
| 6M | +3.3% | -37.2% | +40.5% | +5.2% |
| YTD | +12.3% | -44.2% | +56.6% | +14.5% |
| 1Y | +12.5% | -44.0% | +56.5% | +14.3% |
| 3Y | +79.2% | 0.0% | +79.2% | +55.9% |
| All | +95.9% | -51.1% | +147.0% | +88.7% |
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