-51.7%
TSLL vs VUG
+102.0%
-153.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +3.2% |
| 7D | -11.0% | -1.2% | -9.8% | -5.6% |
| 30D | -5.3% | -8.9% | +3.6% | +28.7% |
| 3M | +20.8% | -5.9% | +26.7% | +50.7% |
| 6M | -36.0% | -3.3% | -32.7% | -21.9% |
| YTD | -47.3% | +3.4% | -50.7% | -46.1% |
| 1Y | -48.4% | +1.9% | -50.3% | -44.4% |
| 3Y | -5.4% | +76.9% | -82.4% | -63.3% |
| All | -51.7% | +102.0% | -153.6% | -85.0% |
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