-97.2%
TSLQ vs VIG
+82.8%
-180.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -10.4% |
| 7D | -8.6% | -0.4% | -8.2% | -9.6% |
| 30D | -24.9% | -2.1% | -22.8% | -29.4% |
| 3M | -1.5% | +3.3% | -4.9% | +10.9% |
| 6M | -18.1% | +9.3% | -27.3% | +11.4% |
| YTD | -0.1% | +10.1% | -10.3% | +40.4% |
| 1Y | -51.4% | +14.7% | -66.1% | -20.7% |
| 3Y | -95.9% | +56.9% | -152.9% | -81.4% |
| All | -97.2% | +82.8% | -180.0% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling