-97.2%
TSLQ vs VO
+77.2%
-174.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | +1.1% |
| 7D | -6.6% | -1.5% | -5.1% | -10.5% |
| 30D | -24.3% | -3.0% | -21.3% | -29.9% |
| 3M | -3.6% | +2.8% | -6.4% | +6.5% |
| 6M | -12.0% | +10.9% | -22.9% | +22.5% |
| YTD | +1.4% | +12.5% | -11.1% | +47.8% |
| 1Y | -43.6% | +12.0% | -55.5% | -17.0% |
| 3Y | -95.4% | +56.3% | -151.7% | -80.4% |
| All | -97.2% | +77.2% | -174.4% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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