-56.8%
TSLL vs VIG
+71.2%
-128.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +9.9% |
| 7D | -21.2% | -1.8% | -19.4% | -15.1% |
| 30D | -13.3% | +2.7% | -16.0% | -20.2% |
| 3M | +15.4% | 0.0% | +15.4% | +17.1% |
| 6M | -34.2% | +6.8% | -41.0% | -46.2% |
| YTD | -52.9% | +12.1% | -65.0% | -67.3% |
| 1Y | -54.3% | +14.8% | -69.2% | -70.9% |
| 3Y | -18.4% | +62.4% | -80.8% | -75.2% |
| All | -56.8% | +71.2% | -128.1% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling