-67.8%
TSLL vs VG
-51.4%
-16.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.0% | -17.9% | -21.1% |
| 7D | -28.9% | -22.0% | -6.9% | -25.4% |
| 30D | -21.4% | -14.7% | -6.7% | -19.2% |
| 3M | +5.0% | -7.1% | +12.1% | +5.3% |
| 6M | -36.6% | -11.2% | -25.4% | -38.1% |
| YTD | -56.6% | +69.8% | -126.5% | -70.4% |
| 1Y | -60.9% | +49.9% | -110.7% | -72.1% |
| All | -67.8% | -51.4% | -16.3% | -73.9% |
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