-52.0%
TSLL vs VWO
+66.3%
-118.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +1.3% |
| 7D | +5.1% | +0.2% | +5.0% | +4.4% |
| 30D | +20.0% | +0.9% | +19.1% | +17.1% |
| 3M | -23.8% | +4.3% | -28.0% | -28.7% |
| 6M | -30.3% | +10.5% | -40.8% | -42.5% |
| YTD | -47.7% | +13.4% | -61.0% | -59.7% |
| 1Y | -21.2% | +18.6% | -39.8% | -44.0% |
| 3Y | -26.9% | +65.8% | -92.7% | -72.5% |
| All | -52.0% | +66.3% | -118.3% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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