-97.7%
TSLQ vs VO
+79.6%
-177.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.8% |
| 7D | -16.8% | +3.1% | -19.9% | -8.9% |
| 30D | -18.0% | +2.2% | -20.2% | -10.9% |
| 3M | -34.5% | -2.5% | -32.0% | -36.5% |
| 6M | -8.9% | +7.0% | -15.9% | +17.1% |
| YTD | -19.0% | +14.0% | -33.0% | +26.4% |
| 1Y | -38.2% | +15.6% | -53.9% | +0.4% |
| 3Y | -96.9% | +66.2% | -163.1% | -85.1% |
| All | -97.7% | +79.6% | -177.4% | -86.6% |
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