-56.8%
TSLL vs VEA
+80.3%
-137.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.1% | +9.8% |
| 7D | -21.2% | -2.2% | -19.0% | -15.2% |
| 30D | -13.3% | -3.4% | -9.9% | -3.2% |
| 3M | +15.4% | -5.6% | +21.0% | +37.9% |
| 6M | -34.2% | -3.4% | -30.8% | -23.1% |
| YTD | -52.9% | +9.7% | -62.6% | -61.6% |
| 1Y | -54.3% | +15.4% | -69.7% | -67.6% |
| 3Y | -18.4% | +68.5% | -86.9% | -72.8% |
| All | -56.8% | +80.3% | -137.1% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling