-95.3%
TSLQ vs VLTO
+27.2%
-122.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.6% | +13.6% | +11.0% |
| 7D | -5.8% | -2.3% | -3.5% | -6.9% |
| 30D | -22.1% | -0.9% | -21.2% | -22.1% |
| 3M | +10.1% | +13.8% | -3.8% | +19.4% |
| 6M | -6.8% | +2.0% | -8.8% | -7.2% |
| YTD | +8.5% | -3.2% | +11.7% | +4.4% |
| 1Y | -49.7% | -9.2% | -40.6% | -54.2% |
| All | -95.3% | +27.2% | -122.5% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling