-56.8%
TSLL vs VXUS
+72.3%
-129.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.2% |
| 7D | -21.2% | -1.8% | -19.5% | -15.9% |
| 30D | -13.3% | -4.6% | -8.7% | +0.9% |
| 3M | +15.4% | -6.1% | +21.5% | +41.2% |
| 6M | -34.2% | -4.9% | -29.3% | -18.9% |
| YTD | -52.9% | +8.1% | -61.0% | -60.1% |
| 1Y | -54.3% | +12.1% | -66.4% | -65.1% |
| 3Y | -18.4% | +63.9% | -82.2% | -72.1% |
| All | -56.8% | +72.3% | -129.2% | -85.4% |
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