-23.4%
TSLL vs VSH
+118.1%
-141.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.4% | -16.3% | -13.9% |
| 7D | +1.9% | +4.1% | -2.2% | -0.3% |
| 30D | +17.8% | -4.2% | +21.9% | +19.0% |
| 3M | -37.0% | -50.0% | +13.0% | -13.0% |
| 6M | -37.7% | +80.2% | -117.9% | -58.1% |
| YTD | -51.4% | +121.1% | -172.5% | -71.6% |
| 1Y | -23.4% | +112.0% | -135.4% | -50.0% |
| All | -23.4% | +118.1% | -141.5% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling