-5.4%
TSLL vs VIG
+67.1%
-72.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | -0.2% |
| 7D | -11.0% | +1.0% | -12.0% | -13.3% |
| 30D | -5.3% | +4.5% | -9.8% | -20.6% |
| 3M | +20.8% | +2.1% | +18.7% | +12.5% |
| 6M | -36.0% | +10.5% | -46.5% | -56.8% |
| YTD | -47.3% | +15.1% | -62.4% | -70.4% |
| 1Y | -48.4% | +16.9% | -65.3% | -73.1% |
| 3Y | -5.4% | +65.6% | -71.0% | -78.6% |
| All | -5.4% | +67.1% | -72.5% | -78.6% |
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