-56.8%
TSLL vs VFC
-48.6%
-8.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.6% |
| 7D | -21.2% | +11.2% | -32.4% | -25.0% |
| 30D | -13.3% | +41.5% | -54.8% | -26.6% |
| 3M | +15.4% | +38.9% | -23.5% | -2.0% |
| 6M | -34.2% | +6.1% | -40.4% | -37.0% |
| YTD | -52.9% | +14.5% | -67.4% | -56.7% |
| 1Y | -54.3% | +46.0% | -100.3% | -62.9% |
| 3Y | -18.4% | +36.4% | -54.8% | -37.0% |
| All | -56.8% | -48.6% | -8.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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