-52.1%
TSLL vs VEA
+85.6%
-137.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +8.0% | +2.9% |
| 7D | -14.3% | +0.4% | -14.7% | -13.9% |
| 30D | -6.2% | -0.7% | -5.5% | -2.5% |
| 3M | +21.2% | -3.9% | +25.1% | +38.2% |
| 6M | -36.6% | -0.6% | -36.0% | -31.2% |
| YTD | -47.8% | +12.9% | -60.7% | -60.5% |
| 1Y | -45.2% | +18.4% | -63.6% | -63.5% |
| 3Y | -3.3% | +75.3% | -78.5% | -70.7% |
| All | -52.1% | +85.6% | -137.7% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling