-97.2%
TSLQ vs VEU
+101.1%
-198.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | +1.6% |
| 7D | -6.6% | -1.4% | -5.2% | -9.9% |
| 30D | -24.3% | -0.4% | -23.9% | -24.6% |
| 3M | -3.6% | +2.5% | -6.2% | +7.2% |
| 6M | -12.0% | +11.1% | -23.1% | +25.4% |
| YTD | +1.4% | +16.5% | -15.1% | +64.5% |
| 1Y | -43.6% | +22.9% | -66.5% | +7.9% |
| 3Y | -95.4% | +73.4% | -168.8% | -76.3% |
| All | -97.2% | +101.1% | -198.2% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling