-96.4%
TSLQ vs VLTO
+69.5%
-165.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.5% | -8.9% | -8.1% |
| 7D | +19.7% | +5.4% | +14.3% | +23.2% |
| 30D | +4.1% | +22.3% | -18.2% | +16.3% |
| 3M | -30.9% | +19.6% | -50.5% | -23.4% |
| 6M | -13.6% | +35.2% | -48.8% | +2.1% |
| YTD | -2.6% | +17.9% | -20.4% | +4.0% |
| 1Y | -10.4% | +19.5% | -30.0% | -3.2% |
| 3Y | -96.4% | +73.9% | -170.3% | -94.1% |
| All | -96.4% | +69.5% | -165.9% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling