-49.1%
TSLL vs VGT
+144.7%
-193.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | +0.2% |
| 7D | +17.8% | +2.5% | +15.4% | +11.7% |
| 30D | +8.2% | -9.5% | +17.7% | +39.6% |
| 3M | +20.9% | -9.5% | +30.4% | +56.7% |
| 6M | -37.5% | -1.8% | -35.7% | -31.4% |
| YTD | -44.5% | +18.4% | -62.9% | -60.5% |
| 1Y | -33.0% | +18.7% | -51.7% | -52.9% |
| 3Y | -6.4% | +103.8% | -110.2% | -71.8% |
| All | -49.1% | +144.7% | -193.9% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling