-33.0%
TSLL vs VWO
+4.0%
-37.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.5% |
| 7D | +17.8% | +2.0% | +15.9% | +12.3% |
| 30D | +8.2% | -4.3% | +12.5% | +22.7% |
| 3M | +20.9% | -6.4% | +27.2% | +44.8% |
| 6M | -37.5% | -5.6% | -31.9% | -23.7% |
| YTD | -44.5% | +5.2% | -49.7% | -42.3% |
| 1Y | -33.0% | +5.2% | -38.1% | -29.3% |
| All | -33.0% | +4.0% | -37.0% | -29.3% |
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