-52.1%
TSLL vs VUG
+103.5%
-155.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +2.4% |
| 7D | -14.3% | +0.5% | -14.8% | -13.8% |
| 30D | -6.2% | -8.2% | +2.0% | +24.7% |
| 3M | +21.2% | -5.4% | +26.6% | +49.0% |
| 6M | -36.6% | -2.5% | -34.0% | -24.4% |
| YTD | -47.8% | +4.2% | -52.0% | -47.8% |
| 1Y | -45.2% | +5.0% | -50.3% | -46.0% |
| 3Y | -3.3% | +81.7% | -85.0% | -64.8% |
| All | -52.1% | +103.5% | -155.6% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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