-43.6%
TSLQ vs VIG
+13.0%
-56.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | +1.3% |
| 7D | -6.6% | -1.1% | -5.5% | -10.0% |
| 30D | -24.3% | -2.7% | -21.6% | -30.6% |
| 3M | -3.6% | +2.5% | -6.2% | +6.2% |
| 6M | -12.0% | +9.2% | -21.2% | +20.1% |
| YTD | +1.4% | +9.8% | -8.5% | +42.2% |
| 1Y | -43.6% | +12.4% | -55.9% | -9.3% |
| All | -43.6% | +13.0% | -56.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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