-52.1%
TSLL vs VIG
+75.4%
-127.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +2.5% |
| 7D | -14.3% | +0.4% | -14.7% | -14.2% |
| 30D | -6.2% | +4.3% | -10.4% | -17.8% |
| 3M | +21.2% | +2.0% | +19.2% | +14.9% |
| 6M | -36.6% | +10.2% | -46.8% | -53.2% |
| YTD | -47.8% | +14.8% | -62.6% | -66.5% |
| 1Y | -45.2% | +17.5% | -62.7% | -67.6% |
| 3Y | -3.3% | +67.4% | -70.7% | -73.2% |
| All | -52.1% | +75.4% | -127.5% | -87.1% |
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