-47.2%
TSLL vs VNQ
+16.7%
-63.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +4.3% |
| 7D | +33.0% | +0.2% | +32.7% | +32.6% |
| 30D | +7.7% | +5.8% | +1.9% | -2.0% |
| 3M | +34.7% | 0.0% | +34.8% | +34.9% |
| 6M | -31.5% | +1.5% | -33.0% | -34.9% |
| YTD | -42.4% | +12.1% | -54.4% | -54.4% |
| 1Y | -39.7% | +10.6% | -50.3% | -51.1% |
| 3Y | +3.4% | +43.5% | -40.1% | -42.5% |
| All | -47.2% | +16.7% | -63.8% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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