-51.9%
TSLL vs VTI
+92.6%
-144.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.4% | +10.0% |
| 7D | +5.8% | +0.6% | +5.1% | +3.5% |
| 30D | +21.7% | -1.1% | +22.8% | +27.8% |
| 3M | -28.2% | +3.9% | -32.1% | -34.2% |
| 6M | -29.5% | +14.6% | -44.1% | -53.6% |
| YTD | -47.5% | +13.3% | -60.8% | -63.6% |
| 1Y | -20.8% | +19.2% | -40.0% | -52.4% |
| 3Y | -26.7% | +77.4% | -104.1% | -80.3% |
| All | -51.9% | +92.6% | -144.5% | -88.6% |
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