-95.6%
TSLQ vs VLTO
+26.2%
-121.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -8.5% |
| 7D | -8.6% | -1.6% | -7.0% | -9.3% |
| 30D | -24.9% | -2.9% | -22.0% | -25.8% |
| 3M | -1.5% | +12.7% | -14.2% | +6.3% |
| 6M | -18.1% | +1.6% | -19.6% | -18.6% |
| YTD | -0.1% | -4.0% | +3.9% | -4.4% |
| 1Y | -51.4% | -10.2% | -41.2% | -56.0% |
| All | -95.6% | +26.2% | -121.8% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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