-35.3%
TSLL vs VUG
+86.3%
-121.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.4% | -10.1% |
| 7D | +1.9% | -0.1% | +2.0% | +2.9% |
| 30D | +17.8% | -0.3% | +18.1% | +20.3% |
| 3M | -37.0% | -0.7% | -36.3% | -30.7% |
| 6M | -37.7% | +14.6% | -52.3% | -57.8% |
| YTD | -51.4% | +9.0% | -60.4% | -60.4% |
| 1Y | -23.4% | +14.9% | -38.2% | -46.0% |
| All | -35.3% | +86.3% | -121.7% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling