-56.8%
TSLL vs VUG
+98.0%
-154.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.7% | +5.9% |
| 7D | -21.2% | -3.4% | -17.8% | -11.0% |
| 30D | -13.3% | -11.1% | -2.2% | +26.6% |
| 3M | +15.4% | -7.2% | +22.6% | +50.0% |
| 6M | -34.2% | -4.1% | -30.1% | -17.6% |
| YTD | -52.9% | +1.4% | -54.3% | -49.0% |
| 1Y | -54.3% | +1.9% | -56.3% | -50.8% |
| 3Y | -18.4% | +77.7% | -96.1% | -68.2% |
| All | -56.8% | +98.0% | -154.8% | -85.8% |
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