-51.9%
TSLL vs VWO
+67.2%
-119.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.2% | +8.7% |
| 7D | +5.8% | +0.9% | +4.9% | +3.2% |
| 30D | +21.7% | +1.3% | +20.4% | +17.8% |
| 3M | -28.2% | +5.1% | -33.3% | -34.2% |
| 6M | -29.5% | +12.5% | -42.0% | -44.3% |
| YTD | -47.5% | +14.0% | -61.6% | -60.2% |
| 1Y | -20.8% | +19.7% | -40.5% | -45.0% |
| 3Y | -26.7% | +66.8% | -93.5% | -72.8% |
| All | -51.9% | +67.2% | -119.2% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling