+619.5%
VRT vs TSLL
-30.6%
+650.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -11.8% | +16.2% | +6.7% |
| 7D | +9.1% | +1.9% | +7.2% | +8.2% |
| 30D | +0.9% | +17.8% | -16.8% | -3.2% |
| 3M | -13.4% | -37.0% | +23.6% | -7.7% |
| 6M | +11.7% | -37.7% | +49.4% | +17.8% |
| YTD | +73.2% | -51.4% | +124.6% | +90.3% |
| 1Y | +123.4% | -23.4% | +146.8% | +121.4% |
| All | +619.5% | -30.6% | +650.2% | +530.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling