-6.3%
TSLL vs VTEB
+11.8%
-18.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.1% | +10.8% | +10.6% |
| 7D | -14.3% | +1.1% | -15.5% | -17.6% |
| 30D | -6.2% | +4.5% | -10.6% | -19.3% |
| 3M | +21.2% | -0.2% | +21.4% | +23.2% |
| 6M | -36.6% | -0.2% | -36.4% | -34.6% |
| YTD | -47.8% | +0.8% | -48.6% | -47.5% |
| 1Y | -45.2% | +1.3% | -46.5% | -45.5% |
| All | -6.3% | +11.8% | -18.1% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling