-52.1%
TSLL vs VTEB
+10.6%
-62.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.1% | +10.8% | +10.6% |
| 7D | -14.3% | +1.1% | -15.5% | -17.4% |
| 30D | -6.2% | +4.5% | -10.6% | -18.3% |
| 3M | +21.2% | -0.2% | +21.4% | +22.3% |
| 6M | -36.6% | -0.2% | -36.4% | -35.1% |
| YTD | -47.8% | +0.8% | -48.6% | -47.9% |
| 1Y | -45.2% | +1.3% | -46.5% | -45.9% |
| 3Y | -3.3% | +12.2% | -15.4% | -28.7% |
| All | -52.1% | +10.6% | -62.8% | -55.6% |
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 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