-60.3%
TSLL vs VXUS
+72.1%
-132.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.7% | -18.2% | -11.4% |
| 7D | -28.9% | -3.4% | -25.5% | -20.4% |
| 30D | -21.4% | -5.8% | -15.6% | -5.1% |
| 3M | +5.0% | -6.4% | +11.4% | +29.8% |
| 6M | -36.6% | -2.5% | -34.0% | -27.0% |
| YTD | -56.6% | +7.9% | -64.5% | -63.1% |
| 1Y | -60.9% | +11.5% | -72.4% | -69.6% |
| 3Y | -25.2% | +63.4% | -88.7% | -74.3% |
| All | -60.3% | +72.1% | -132.4% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling