-33.3%
TSLL vs VEA
+79.6%
-112.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -13.2% |
| 7D | +1.9% | +1.0% | +0.9% | -0.9% |
| 30D | +17.8% | +1.9% | +15.8% | +11.4% |
| 3M | -37.0% | +3.2% | -40.2% | -40.4% |
| 6M | -37.7% | +10.2% | -47.9% | -52.1% |
| YTD | -51.4% | +18.9% | -70.3% | -71.6% |
| 1Y | -23.4% | +29.3% | -52.7% | -65.8% |
| All | -33.3% | +79.6% | -112.9% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling