-60.3%
TSLL vs VUG
+96.2%
-156.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.5% | -16.4% | -5.2% |
| 7D | -28.9% | -7.1% | -21.7% | -9.9% |
| 30D | -21.4% | -12.1% | -9.3% | +18.6% |
| 3M | +5.0% | -8.1% | +13.1% | +40.3% |
| 6M | -36.6% | -3.2% | -33.4% | -22.9% |
| YTD | -56.6% | +0.5% | -57.1% | -51.8% |
| 1Y | -60.9% | -0.7% | -60.2% | -54.4% |
| 3Y | -25.2% | +77.1% | -102.4% | -70.5% |
| All | -60.3% | +96.2% | -156.5% | -86.6% |
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