-18.4%
TSLL vs VTI
+74.2%
-92.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.3% | +6.9% |
| 7D | -21.2% | -2.6% | -18.6% | -10.1% |
| 30D | -13.3% | -5.0% | -8.3% | +11.2% |
| 3M | +15.4% | -4.3% | +19.7% | +45.0% |
| 6M | -34.2% | +0.6% | -34.8% | -29.0% |
| YTD | -52.9% | +8.9% | -61.8% | -63.4% |
| 1Y | -54.3% | +11.1% | -65.5% | -67.3% |
| 3Y | -18.4% | +74.5% | -92.9% | -80.7% |
| All | -18.4% | +74.2% | -92.6% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling