-45.7%
TSLL vs VT
+84.2%
-129.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.9% |
| 7D | -4.8% | -1.6% | -3.2% | +1.0% |
| 30D | +13.0% | -2.5% | +15.5% | +25.0% |
| 3M | +42.7% | -1.3% | +44.0% | +52.5% |
| 6M | -14.0% | +3.1% | -17.1% | -17.2% |
| YTD | -40.8% | +10.9% | -51.7% | -56.0% |
| 1Y | -48.2% | +12.1% | -60.3% | -62.4% |
| 3Y | +2.2% | +73.9% | -71.7% | -73.6% |
| All | -45.7% | +84.2% | -129.9% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling