-53.1%
TSLL vs VTEB
+7.7%
-60.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | 0.0% |
| 7D | -7.3% | -1.2% | -6.1% | -3.6% |
| 30D | +15.8% | -2.9% | +18.6% | +27.2% |
| 3M | -19.5% | -3.2% | -16.3% | -9.9% |
| 6M | -32.1% | -2.6% | -29.4% | -24.8% |
| YTD | -48.9% | -1.8% | -47.0% | -44.6% |
| 1Y | -23.4% | +0.2% | -23.6% | -21.2% |
| 3Y | -28.6% | +8.2% | -36.8% | -42.3% |
| All | -53.1% | +7.7% | -60.8% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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