-97.2%
TSLQ vs VO
+77.5%
-174.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -2.0% |
| 7D | -8.0% | -0.6% | -7.4% | -9.3% |
| 30D | -23.8% | -1.9% | -21.9% | -27.2% |
| 3M | -7.0% | +3.3% | -10.3% | +4.5% |
| 6M | -17.1% | +9.7% | -26.8% | +11.8% |
| YTD | +0.1% | +12.6% | -12.6% | +46.3% |
| 1Y | -51.2% | +13.6% | -64.8% | -25.1% |
| 3Y | -95.9% | +56.8% | -152.7% | -82.5% |
| All | -97.2% | +77.5% | -174.7% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling