-37.7%
TSLL vs VG
+32.1%
-69.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -12.0% |
| 7D | +1.9% | +1.7% | +0.2% | +2.5% |
| 30D | +17.8% | +16.0% | +1.8% | +24.9% |
| 3M | -37.0% | +9.7% | -46.7% | -33.0% |
| 6M | -37.7% | +29.6% | -67.2% | -26.8% |
| All | -37.7% | +32.1% | -69.7% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling