-21.0%
TSLQ vs VEU
+17.0%
-38.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.0% | +4.5% | +11.3% |
| 7D | +9.8% | +0.2% | +9.6% | +9.9% |
| 30D | -6.0% | -2.1% | -3.9% | -10.7% |
| 3M | -35.0% | -2.7% | -32.3% | -38.2% |
| 6M | -24.9% | +3.2% | -28.1% | -13.9% |
| YTD | -12.7% | +12.6% | -25.2% | +30.8% |
| 1Y | -21.0% | +17.1% | -38.1% | +37.4% |
| All | -21.0% | +17.0% | -38.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling