-49.1%
TSLL vs VUG
+102.9%
-152.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -0.9% |
| 7D | +17.8% | +2.5% | +15.3% | +9.8% |
| 30D | +8.2% | -6.3% | +14.5% | +35.1% |
| 3M | +20.9% | -6.0% | +26.9% | +51.5% |
| 6M | -37.5% | -3.5% | -34.0% | -23.1% |
| YTD | -44.5% | +3.9% | -48.4% | -44.0% |
| 1Y | -33.0% | +5.1% | -38.1% | -34.6% |
| 3Y | -6.4% | +77.9% | -84.2% | -64.2% |
| All | -49.1% | +102.9% | -152.1% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling