-55.4%
TSLL vs VEA
+95.4%
-150.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -13.0% |
| 7D | +1.9% | +1.0% | +0.9% | -0.6% |
| 30D | +17.8% | +1.9% | +15.8% | +12.3% |
| 3M | -37.0% | +3.2% | -40.2% | -39.7% |
| 6M | -37.7% | +10.2% | -47.9% | -50.0% |
| YTD | -51.4% | +18.9% | -70.3% | -68.7% |
| 1Y | -23.4% | +29.3% | -52.7% | -60.2% |
| 3Y | -30.8% | +76.8% | -107.5% | -80.4% |
| All | -55.4% | +95.4% | -150.8% | -88.7% |
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 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