-49.1%
TSLL vs VIG
+77.2%
-126.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +17.8% | +3.5% | +14.4% | +5.2% |
| 30D | +8.2% | +4.9% | +3.3% | -7.1% |
| 3M | +20.9% | +2.5% | +18.4% | +12.9% |
| 6M | -37.5% | +11.0% | -48.5% | -55.0% |
| YTD | -44.5% | +16.0% | -60.5% | -65.6% |
| 1Y | -33.0% | +17.5% | -50.5% | -60.5% |
| 3Y | -6.4% | +67.0% | -73.4% | -74.2% |
| All | -49.1% | +77.2% | -126.3% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling