-47.2%
TSLL vs VTI
+90.5%
-137.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +5.0% |
| 7D | +33.0% | +3.4% | +29.6% | +18.2% |
| 30D | +7.7% | -2.3% | +10.0% | +20.7% |
| 3M | +34.7% | -2.2% | +36.9% | +52.4% |
| 6M | -31.5% | +3.3% | -34.8% | -32.7% |
| YTD | -42.4% | +12.1% | -54.5% | -57.0% |
| 1Y | -39.7% | +12.2% | -51.9% | -54.7% |
| 3Y | +3.4% | +78.0% | -74.7% | -71.6% |
| All | -47.2% | +90.5% | -137.7% | -86.5% |
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