-23.4%
TSLL vs VGT
+40.8%
-64.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.5% |
| 7D | +1.9% | +1.0% | +0.9% | +0.1% |
| 30D | +17.8% | +1.3% | +16.5% | +14.9% |
| 3M | -37.0% | -1.1% | -35.9% | -33.1% |
| 6M | -37.7% | +32.6% | -70.3% | -64.0% |
| YTD | -51.4% | +29.0% | -80.4% | -70.1% |
| 1Y | -23.4% | +39.7% | -63.1% | -47.1% |
| All | -23.4% | +40.8% | -64.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 1y: compounded portfolio wealth divided by compounded VGT 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…
1y analysis · Full analysis span regression · 6 months rolling