-35.3%
TSLL vs VIG
+56.4%
-91.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.4% | -9.9% |
| 7D | +1.9% | -0.4% | +2.3% | +4.1% |
| 30D | +17.8% | -1.0% | +18.7% | +23.3% |
| 3M | -37.0% | +2.8% | -39.8% | -42.8% |
| 6M | -37.7% | +8.2% | -45.9% | -54.5% |
| YTD | -51.4% | +11.0% | -62.4% | -68.4% |
| 1Y | -23.4% | +16.1% | -39.5% | -58.9% |
| All | -35.3% | +56.4% | -91.7% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling