-58.5%
TSLL vs VG
-46.6%
-11.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.5% | +0.3% | +4.7% |
| 7D | +0.5% | +5.5% | -5.0% | -0.3% |
| 30D | +2.7% | -3.6% | +6.2% | +3.0% |
| 3M | +26.3% | -4.0% | +30.3% | +26.3% |
| 6M | -37.2% | +9.4% | -46.6% | -41.7% |
| YTD | -44.2% | +86.6% | -130.9% | -62.6% |
| 1Y | -44.0% | +69.5% | -113.5% | -61.2% |
| All | -58.5% | -46.6% | -11.9% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling