-10.4%
TSLQ vs VT
+10.5%
-20.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.2% | -8.6% | -7.5% |
| 7D | +19.7% | -2.3% | +22.0% | +11.5% |
| 30D | +4.1% | -5.0% | +9.1% | -11.3% |
| 3M | -30.9% | -4.9% | -26.0% | -39.8% |
| 6M | -13.6% | -1.5% | -12.1% | -8.7% |
| YTD | -2.6% | +8.5% | -11.1% | +44.4% |
| 1Y | -10.4% | +11.4% | -21.8% | +51.8% |
| All | -10.4% | +10.5% | -20.9% | +51.8% |
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