-18.4%
TSLL vs VEU
+64.7%
-83.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.5% | +8.0% |
| 7D | -21.2% | -1.6% | -19.6% | -15.7% |
| 30D | -13.3% | -4.3% | -9.0% | +1.9% |
| 3M | +15.4% | -5.8% | +21.2% | +43.0% |
| 6M | -34.2% | -4.4% | -29.9% | -18.9% |
| YTD | -52.9% | +8.7% | -61.6% | -63.2% |
| 1Y | -54.3% | +12.6% | -67.0% | -68.6% |
| 3Y | -18.4% | +65.2% | -83.6% | -80.4% |
| All | -18.4% | +64.7% | -83.1% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling