+1,410.8%
VRT vs TSLL
-58.7%
+1,469.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.6% | -5.2% | +1.7% |
| 7D | -21.4% | -21.2% | -0.1% | -17.3% |
| 30D | -25.8% | -13.3% | -12.5% | -23.6% |
| 3M | -33.5% | +15.4% | -48.9% | -36.1% |
| 6M | -49.0% | -34.2% | -14.8% | -46.3% |
| YTD | +12.9% | -52.9% | +65.9% | +25.2% |
| 1Y | 0.0% | -54.3% | +54.4% | +10.9% |
| 3Y | +361.8% | -18.4% | +380.2% | +265.0% |
| All | +1,410.8% | -58.7% | +1,469.5% | +1,363.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling