-47.2%
TSLL vs VSH
+49.2%
-96.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.6% | +8.0% | +6.8% |
| 7D | +33.0% | +26.2% | +6.8% | +11.4% |
| 30D | +7.7% | -12.5% | +20.2% | +18.3% |
| 3M | +34.7% | -16.9% | +51.6% | +49.8% |
| 6M | -31.5% | -17.0% | -14.5% | -32.9% |
| YTD | -42.4% | +93.8% | -136.2% | -75.7% |
| 1Y | -39.7% | +99.3% | -139.0% | -75.3% |
| 3Y | +3.4% | +35.0% | -31.6% | -40.5% |
| All | -47.2% | +49.2% | -96.4% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling