-48.9%
TSLL vs VUG
+105.3%
-154.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +0.7% |
| 7D | +0.5% | -1.1% | +1.6% | +6.8% |
| 30D | +2.7% | -7.0% | +9.7% | +31.3% |
| 3M | +26.3% | -3.7% | +30.0% | +47.0% |
| 6M | -37.2% | -1.6% | -35.6% | -27.2% |
| YTD | -44.2% | +5.1% | -49.4% | -45.7% |
| 1Y | -44.0% | +3.8% | -47.7% | -42.7% |
| 3Y | 0.0% | +79.9% | -79.8% | -63.1% |
| All | -48.9% | +105.3% | -154.2% | -84.9% |
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