-24.9%
TSLL vs VXUS
+63.0%
-87.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.7% | -18.2% | -10.1% |
| 7D | -28.9% | -3.4% | -25.5% | -19.4% |
| 30D | -21.4% | -5.8% | -15.6% | -3.0% |
| 3M | +5.0% | -6.4% | +11.4% | +32.7% |
| 6M | -36.6% | -2.5% | -34.0% | -26.6% |
| YTD | -56.6% | +7.9% | -64.5% | -65.4% |
| 1Y | -60.9% | +11.5% | -72.4% | -72.1% |
| All | -24.9% | +63.0% | -87.9% | -81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling