-38.2%
TSLQ vs VLTO
+21.9%
-60.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.7% |
| 7D | -16.8% | +1.0% | -17.8% | -16.8% |
| 30D | -18.0% | +17.5% | -35.4% | -18.1% |
| 3M | -34.5% | +21.4% | -55.9% | -34.4% |
| 6M | -8.9% | +38.1% | -47.0% | -8.5% |
| YTD | -19.0% | +19.0% | -38.0% | -24.1% |
| 1Y | -38.2% | +20.7% | -58.9% | -42.2% |
| All | -38.2% | +21.9% | -60.1% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling