-49.1%
TSLL vs VSH
+42.9%
-92.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -0.6% |
| 7D | +17.8% | +14.3% | +3.5% | +6.1% |
| 30D | +8.2% | -7.9% | +16.1% | +14.8% |
| 3M | +20.9% | -19.9% | +40.7% | +38.0% |
| 6M | -37.5% | -30.5% | -7.0% | -28.2% |
| YTD | -44.5% | +85.7% | -130.2% | -75.8% |
| 1Y | -33.0% | +98.9% | -131.9% | -72.9% |
| 3Y | -6.4% | +32.1% | -38.5% | -45.2% |
| All | -49.1% | +42.9% | -92.0% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling