-38.2%
TSLQ vs VT
+11.9%
-50.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +2.7% |
| 7D | -16.8% | +2.4% | -19.2% | -8.6% |
| 30D | -18.0% | -1.5% | -16.5% | -19.7% |
| 3M | -34.5% | -4.1% | -30.4% | -40.6% |
| 6M | -8.9% | +0.6% | -9.5% | +4.6% |
| YTD | -19.0% | +11.0% | -30.0% | +27.3% |
| 1Y | -38.2% | +13.3% | -51.6% | +3.5% |
| All | -38.2% | +11.9% | -50.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling