-95.5%
TSLQ vs VO
+56.0%
-151.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -2.7% |
| 7D | -8.0% | -0.6% | -7.4% | -9.7% |
| 30D | -23.8% | -1.9% | -21.9% | -28.4% |
| 3M | -7.0% | +3.3% | -10.3% | +8.0% |
| 6M | -17.1% | +9.7% | -26.8% | +21.7% |
| YTD | +0.1% | +12.6% | -12.6% | +63.0% |
| 1Y | -51.2% | +13.6% | -64.8% | -15.6% |
| All | -95.5% | +56.0% | -151.5% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling