-97.2%
TSLQ vs VO
+78.9%
-176.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -9.5% |
| 7D | -8.6% | +0.6% | -9.2% | -6.8% |
| 30D | -24.9% | -1.1% | -23.8% | -26.6% |
| 3M | -1.5% | +4.5% | -6.1% | +14.3% |
| 6M | -18.1% | +11.1% | -29.1% | +14.3% |
| YTD | -0.1% | +13.5% | -13.6% | +49.4% |
| 1Y | -51.4% | +14.5% | -65.9% | -23.8% |
| 3Y | -95.9% | +58.1% | -154.0% | -82.2% |
| All | -97.2% | +78.9% | -176.1% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling