-58.7%
TSLL vs VG
-49.4%
-9.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.7% | +1.4% | -4.8% |
| 7D | -9.4% | -16.4% | +6.9% | -6.5% |
| 30D | +1.6% | -10.8% | +12.3% | +3.3% |
| 3M | +29.4% | -6.3% | +35.7% | +29.3% |
| 6M | -20.1% | -12.5% | -7.6% | -21.6% |
| YTD | -44.5% | +76.9% | -121.4% | -62.5% |
| 1Y | -46.0% | +51.8% | -97.8% | -61.5% |
| All | -58.7% | -49.4% | -9.3% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling