-21.2%
TSLL vs VWO
+18.6%
-39.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +1.4% |
| 7D | +5.1% | +0.2% | +5.0% | +4.3% |
| 30D | +20.0% | +0.9% | +19.1% | +16.8% |
| 3M | -23.8% | +4.3% | -28.0% | -29.1% |
| 6M | -30.3% | +10.5% | -40.8% | -42.2% |
| YTD | -47.7% | +13.4% | -61.0% | -61.6% |
| 1Y | -21.2% | +18.6% | -39.8% | -53.2% |
| All | -21.2% | +18.6% | -39.8% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling