-97.8%
TSLQ vs VO
+79.6%
-177.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.7% | -5.9% |
| 7D | -26.6% | +2.9% | -29.5% | -19.9% |
| 30D | -17.5% | +1.0% | -18.5% | -13.1% |
| 3M | -41.7% | -1.7% | -40.0% | -42.2% |
| 6M | -16.9% | +6.7% | -23.6% | +6.0% |
| YTD | -21.9% | +14.0% | -35.9% | +21.8% |
| 1Y | -32.5% | +13.7% | -46.2% | +5.2% |
| 3Y | -97.2% | +65.8% | -163.0% | -86.3% |
| All | -97.8% | +79.6% | -177.4% | -87.1% |
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 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