+1,504.6%
VRT vs TSLL
-53.8%
+1,558.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | -17.7% | -11.0% | -6.7% | -15.5% |
| 30D | -20.0% | -5.3% | -14.7% | -19.1% |
| 3M | -28.1% | +20.8% | -48.9% | -31.5% |
| 6M | -42.8% | -36.0% | -6.8% | -39.4% |
| YTD | +20.0% | -47.3% | +67.2% | +29.9% |
| 1Y | +3.5% | -48.4% | +51.9% | +11.9% |
| 3Y | +366.1% | -5.4% | +371.6% | +257.4% |
| All | +1,504.6% | -53.8% | +1,558.4% | +1,418.2% |
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