-49.1%
TSLL vs VT
+87.4%
-136.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -12.7% |
| 7D | -9.4% | -0.3% | -9.1% | -9.2% |
| 30D | +1.6% | -1.4% | +3.0% | +7.1% |
| 3M | +29.4% | -1.4% | +30.8% | +37.8% |
| 6M | -20.1% | +5.5% | -25.6% | -29.8% |
| YTD | -44.5% | +12.8% | -57.3% | -61.6% |
| 1Y | -46.0% | +15.4% | -61.4% | -65.3% |
| 3Y | -4.3% | +76.9% | -81.1% | -77.0% |
| All | -49.1% | +87.4% | -136.5% | -88.2% |
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