-48.9%
TSLL vs VUG
+3.5%
-52.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +2.2% |
| 7D | -14.3% | +0.5% | -14.8% | -13.7% |
| 30D | -6.2% | -8.2% | +2.0% | +25.5% |
| 3M | +21.2% | -5.4% | +26.6% | +49.3% |
| 6M | -36.6% | -2.5% | -34.0% | -25.1% |
| YTD | -47.8% | +4.2% | -52.0% | -46.1% |
| All | -48.9% | +3.5% | -52.4% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling