+1,360.1%
VRT vs TSLL
-62.0%
+1,422.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -21.9% | +7.9% | -9.4% |
| 7D | -28.1% | -28.9% | +0.7% | -22.8% |
| 30D | -30.2% | -21.4% | -8.7% | -26.5% |
| 3M | -36.4% | +5.0% | -41.4% | -37.6% |
| 6M | -48.2% | -36.6% | -11.6% | -44.9% |
| YTD | +9.2% | -56.6% | +65.8% | +23.1% |
| 1Y | -7.2% | -60.9% | +53.6% | +6.1% |
| 3Y | +338.7% | -25.2% | +363.9% | +253.4% |
| All | +1,360.1% | -62.0% | +1,422.1% | +1,339.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling