-48.9%
TSLL vs VSH
+83.5%
-132.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +13.4% | -2.5% | +4.2% |
| 7D | -14.3% | +3.5% | -17.8% | -15.0% |
| 30D | -6.2% | -22.4% | +16.3% | +5.0% |
| 3M | +21.2% | -25.2% | +46.4% | +36.3% |
| 6M | -36.6% | -22.5% | -14.0% | -31.1% |
| YTD | -47.8% | +84.2% | -132.0% | -62.0% |
| All | -48.9% | +83.5% | -132.4% | -63.3% |
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