-55.4%
TSLL vs VFC
-66.3%
+10.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.4% | -14.2% | -13.0% |
| 7D | +1.9% | -1.6% | +3.5% | +2.5% |
| 30D | +17.8% | -11.6% | +29.4% | +24.7% |
| 3M | -37.0% | -18.1% | -18.9% | -31.0% |
| 6M | -37.7% | -27.4% | -10.3% | -27.9% |
| YTD | -51.4% | -24.8% | -26.6% | -45.1% |
| 1Y | -23.4% | -8.2% | -15.2% | -23.0% |
| 3Y | -30.8% | -29.1% | -1.7% | -28.6% |
| All | -55.4% | -66.3% | +10.9% | -27.5% |
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