-97.2%
TSLQ vs ITOT
+112.2%
-209.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | -1.6% |
| 7D | -8.0% | -0.4% | -7.6% | -8.8% |
| 30D | -23.8% | -1.6% | -22.2% | -27.0% |
| 3M | -7.0% | +3.5% | -10.6% | +10.7% |
| 6M | -17.1% | +13.1% | -30.2% | +36.4% |
| YTD | +0.1% | +12.7% | -12.7% | +65.9% |
| 1Y | -51.2% | +18.3% | -69.5% | -0.8% |
| 3Y | -95.9% | +76.4% | -172.3% | -65.7% |
| All | -97.2% | +112.2% | -209.4% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling