+13.8%
VRT vs TSLL
-48.4%
+62.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.3% | -6.6% | -11.2% |
| 7D | -15.4% | -9.4% | -6.0% | -13.1% |
| 30D | -19.0% | +1.6% | -20.5% | -19.3% |
| 3M | -23.8% | +29.4% | -53.2% | -29.8% |
| 6M | -37.9% | -20.1% | -17.7% | -37.0% |
| YTD | +27.0% | -44.5% | +71.5% | +39.2% |
| 1Y | +13.8% | -46.0% | +59.8% | +24.3% |
| All | +13.8% | -48.4% | +62.2% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling