-56.8%
TSLL vs VSH
+25.0%
-81.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +2.9% | +4.4% |
| 7D | -21.2% | -12.9% | -8.3% | -11.9% |
| 30D | -13.3% | -36.9% | +23.6% | +21.4% |
| 3M | +15.4% | -28.8% | +44.1% | +43.8% |
| 6M | -34.2% | -30.3% | -3.9% | -26.2% |
| YTD | -52.9% | +62.4% | -115.3% | -77.2% |
| 1Y | -54.3% | +62.5% | -116.9% | -77.9% |
| 3Y | -18.4% | +7.4% | -25.8% | -43.7% |
| All | -56.8% | +25.0% | -81.8% | -74.7% |
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