+89.6%
VOO vs TSLL
-58.7%
+148.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.6% | -8.3% | -0.4% |
| 7D | -2.7% | -21.2% | +18.5% | -1.0% |
| 30D | -5.4% | -13.3% | +7.9% | -4.6% |
| 3M | -4.1% | +15.4% | -19.4% | -6.0% |
| 6M | +0.7% | -34.2% | +35.0% | +2.1% |
| YTD | +8.7% | -52.9% | +61.6% | +12.5% |
| 1Y | +11.0% | -54.3% | +65.3% | +14.6% |
| 3Y | +75.5% | -18.4% | +93.8% | +55.4% |
| All | +89.6% | -58.7% | +148.4% | +85.4% |
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 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