-55.4%
TSLL vs VXUS
+87.9%
-143.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.3% | -13.3% |
| 7D | +1.9% | +1.0% | +0.9% | -1.0% |
| 30D | +17.8% | +2.2% | +15.6% | +11.1% |
| 3M | -37.0% | +3.0% | -40.0% | -39.4% |
| 6M | -37.7% | +10.7% | -48.3% | -50.9% |
| YTD | -51.4% | +17.8% | -69.2% | -68.4% |
| 1Y | -23.4% | +27.6% | -50.9% | -59.6% |
| 3Y | -30.8% | +73.3% | -104.1% | -80.6% |
| All | -55.4% | +87.9% | -143.4% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling