-63.8%
TSLL vs VG
-39.3%
-24.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.8% |
| 7D | +1.9% | +1.7% | +0.2% | +1.5% |
| 30D | +17.8% | +16.0% | +1.8% | +13.6% |
| 3M | -37.0% | +9.7% | -46.7% | -39.6% |
| 6M | -37.7% | +29.6% | -67.2% | -48.1% |
| YTD | -51.4% | +112.0% | -163.4% | -68.0% |
| 1Y | -23.4% | +12.8% | -36.2% | -34.2% |
| All | -63.8% | -39.3% | -24.5% | -71.8% |
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 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