-47.2%
TSLL vs VTEB
+9.5%
-56.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +5.7% |
| 7D | +33.0% | -0.7% | +33.7% | +35.7% |
| 30D | +7.7% | +2.7% | +5.0% | -1.4% |
| 3M | +34.7% | -1.2% | +35.9% | +39.9% |
| 6M | -31.5% | -1.0% | -30.5% | -28.5% |
| YTD | -42.4% | -0.2% | -42.2% | -40.9% |
| 1Y | -39.7% | +0.1% | -39.8% | -38.5% |
| 3Y | +3.4% | +10.8% | -7.4% | -21.2% |
| All | -47.2% | +9.5% | -56.7% | -49.6% |
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