-49.1%
TSLL vs VXUS
+76.0%
-125.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.6% |
| 7D | +17.8% | +2.1% | +15.7% | +11.3% |
| 30D | +8.2% | -1.1% | +9.4% | +14.1% |
| 3M | +20.9% | -5.6% | +26.5% | +46.2% |
| 6M | -37.5% | -2.3% | -35.2% | -28.5% |
| YTD | -44.5% | +10.4% | -54.9% | -55.6% |
| 1Y | -33.0% | +13.1% | -46.0% | -50.0% |
| 3Y | -6.4% | +68.0% | -74.4% | -70.1% |
| All | -49.1% | +76.0% | -125.1% | -83.7% |
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