-51.9%
TSLL vs VTEB
+9.1%
-61.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | +5.8% | -0.2% | +6.0% | +6.5% |
| 30D | +21.7% | -1.6% | +23.3% | +28.3% |
| 3M | -28.2% | -2.0% | -26.2% | -22.7% |
| 6M | -29.5% | -1.7% | -27.8% | -24.4% |
| YTD | -47.5% | -0.6% | -47.0% | -45.4% |
| 1Y | -20.8% | +1.8% | -22.6% | -22.5% |
| 3Y | -26.7% | +9.6% | -36.3% | -43.1% |
| All | -51.9% | +9.1% | -61.0% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling