-55.4%
TSLL vs VSH
+70.2%
-125.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.4% | -16.3% | -15.2% |
| 7D | +1.9% | +4.1% | -2.2% | -1.7% |
| 30D | +17.8% | -4.2% | +21.9% | +19.5% |
| 3M | -37.0% | -50.0% | +13.0% | +2.7% |
| 6M | -37.7% | +80.2% | -117.9% | -69.3% |
| YTD | -51.4% | +121.1% | -172.5% | -81.0% |
| 1Y | -23.4% | +112.0% | -135.4% | -69.0% |
| 3Y | -30.8% | +22.5% | -53.3% | -55.8% |
| All | -55.4% | +70.2% | -125.6% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling