-95.4%
TSLQ vs VIG
+54.7%
-150.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +0.5% |
| 7D | +5.7% | -2.2% | +7.9% | -3.6% |
| 30D | -21.1% | -3.2% | -17.9% | -30.7% |
| 3M | -11.5% | +3.0% | -14.5% | +2.0% |
| 6M | -14.9% | +8.1% | -23.0% | +21.5% |
| YTD | +2.4% | +9.1% | -6.6% | +52.9% |
| 1Y | -49.8% | +12.6% | -62.3% | -11.7% |
| All | -95.4% | +54.7% | -150.1% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling