-3.3%
TSLL vs VWO
+56.2%
-59.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +4.1% |
| 7D | -14.3% | +1.6% | -15.9% | -16.4% |
| 30D | -6.2% | -5.3% | -0.9% | +11.6% |
| 3M | +21.2% | -6.2% | +27.4% | +48.1% |
| 6M | -36.6% | -6.2% | -30.4% | -18.7% |
| YTD | -47.8% | +5.6% | -53.4% | -52.3% |
| 1Y | -45.2% | +6.2% | -51.4% | -50.4% |
| 3Y | -3.3% | +57.5% | -60.8% | -68.5% |
| All | -3.3% | +56.2% | -59.4% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling