-52.1%
TSLL vs VTI
+89.6%
-141.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.5% | +8.4% | +1.6% |
| 7D | -14.3% | +0.2% | -14.6% | -13.2% |
| 30D | -6.2% | -2.9% | -3.3% | +7.6% |
| 3M | +21.2% | -2.6% | +23.8% | +39.2% |
| 6M | -36.6% | +2.8% | -39.3% | -36.5% |
| YTD | -47.8% | +11.6% | -59.3% | -60.3% |
| 1Y | -45.2% | +13.6% | -58.9% | -60.7% |
| 3Y | -3.3% | +79.9% | -83.1% | -74.0% |
| All | -52.1% | +89.6% | -141.8% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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