-51.7%
TSLL vs VSH
+43.8%
-95.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | -0.2% |
| 7D | -11.0% | -1.6% | -9.4% | -8.8% |
| 30D | -5.3% | -21.3% | +16.0% | +12.8% |
| 3M | +20.8% | -18.9% | +39.7% | +37.2% |
| 6M | -36.0% | -21.4% | -14.6% | -34.1% |
| YTD | -47.3% | +86.8% | -134.1% | -77.0% |
| 1Y | -48.4% | +85.8% | -134.2% | -77.5% |
| 3Y | -5.4% | +30.1% | -35.6% | -43.8% |
| All | -51.7% | +43.8% | -95.5% | -74.6% |
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