-36.6%
TSLL vs VUG
-3.1%
-33.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.5% | -16.4% | -3.1% |
| 7D | -28.9% | -7.1% | -21.7% | -7.1% |
| 30D | -21.4% | -12.1% | -9.3% | +26.5% |
| 3M | +5.0% | -8.1% | +13.1% | +44.5% |
| 6M | -36.6% | -3.2% | -33.4% | -21.6% |
| All | -36.6% | -3.1% | -33.5% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling