-96.5%
TSLQ vs VLTO
+56.4%
-152.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +4.1% |
| 7D | -16.8% | +1.0% | -17.8% | -16.4% |
| 30D | -18.0% | +17.5% | -35.4% | -10.5% |
| 3M | -34.5% | +21.4% | -55.9% | -26.8% |
| 6M | -8.9% | +38.1% | -47.0% | +9.4% |
| YTD | -19.0% | +19.0% | -38.0% | -12.6% |
| 1Y | -38.2% | +20.7% | -58.9% | -32.5% |
| 3Y | -96.9% | +64.3% | -161.2% | -95.2% |
| All | -96.5% | +56.4% | -152.8% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling