-52.0%
TSLL vs VNQ
+13.9%
-65.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +1.5% |
| 7D | +5.1% | -0.9% | +6.0% | +6.9% |
| 30D | +20.0% | -2.2% | +22.2% | +24.6% |
| 3M | -23.8% | -1.9% | -21.8% | -22.6% |
| 6M | -30.3% | +3.2% | -33.5% | -35.9% |
| YTD | -47.7% | +9.4% | -57.0% | -56.8% |
| 1Y | -21.2% | +7.5% | -28.7% | -33.3% |
| 3Y | -26.9% | +31.1% | -57.9% | -52.5% |
| All | -52.0% | +13.9% | -65.9% | -57.5% |
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