-23.4%
TSLL vs VG
+14.1%
-37.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.9% |
| 7D | +1.9% | +1.7% | +0.2% | +2.0% |
| 30D | +17.8% | +16.0% | +1.8% | +19.1% |
| 3M | -37.0% | +9.7% | -46.7% | -36.1% |
| 6M | -37.7% | +29.6% | -67.2% | -40.4% |
| YTD | -51.4% | +112.0% | -163.4% | -59.2% |
| 1Y | -23.4% | +12.8% | -36.2% | -15.8% |
| All | -23.4% | +14.1% | -37.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling