-55.4%
TSLL vs VWO
+67.8%
-123.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.6% | -13.7% |
| 7D | +1.9% | +1.1% | +0.8% | -1.1% |
| 30D | +17.8% | +2.4% | +15.4% | +11.0% |
| 3M | -37.0% | +2.0% | -39.0% | -37.4% |
| 6M | -37.7% | +10.7% | -48.3% | -48.7% |
| YTD | -51.4% | +14.4% | -65.8% | -63.4% |
| 1Y | -23.4% | +22.7% | -46.1% | -49.8% |
| 3Y | -30.8% | +64.2% | -95.0% | -73.7% |
| All | -55.4% | +67.8% | -123.3% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling