-52.1%
TSLL vs VEU
+79.4%
-131.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +2.9% |
| 7D | -14.3% | +0.8% | -15.1% | -14.6% |
| 30D | -6.2% | -1.6% | -4.5% | +0.5% |
| 3M | +21.2% | -4.2% | +25.4% | +40.2% |
| 6M | -36.6% | -1.5% | -35.1% | -28.9% |
| YTD | -47.8% | +11.7% | -59.5% | -59.5% |
| 1Y | -45.2% | +15.6% | -60.8% | -61.4% |
| 3Y | -3.3% | +71.7% | -75.0% | -70.5% |
| All | -52.1% | +79.4% | -131.5% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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