-97.1%
TSLQ vs VEU
+99.0%
-196.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | -0.8% |
| 7D | +5.7% | -1.9% | +7.6% | +0.5% |
| 30D | -21.1% | -0.7% | -20.4% | -22.1% |
| 3M | -11.5% | +4.9% | -16.4% | +4.5% |
| 6M | -14.9% | +9.8% | -24.8% | +17.7% |
| YTD | +2.4% | +15.3% | -12.9% | +61.9% |
| 1Y | -49.8% | +23.0% | -72.8% | -3.5% |
| 3Y | -95.8% | +73.5% | -169.3% | -78.6% |
| All | -97.1% | +99.0% | -196.1% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling