-18.4%
TSLL vs VGT
+105.8%
-124.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.3% | +5.2% |
| 7D | -21.2% | -7.2% | -14.0% | -3.2% |
| 30D | -13.3% | -16.1% | +2.8% | +37.6% |
| 3M | +15.4% | -9.2% | +24.6% | +50.0% |
| 6M | -34.2% | -0.7% | -33.5% | -30.3% |
| YTD | -52.9% | +15.6% | -68.5% | -66.6% |
| 1Y | -54.3% | +14.4% | -68.7% | -66.6% |
| 3Y | -18.4% | +105.2% | -123.6% | -76.3% |
| All | -18.4% | +105.8% | -124.2% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling