-97.7%
TSLQ vs VT
+103.8%
-201.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -1.9% |
| 7D | -7.3% | -0.7% | -6.6% | -6.7% |
| 30D | -13.2% | -1.7% | -11.5% | -15.3% |
| 3M | -37.6% | -2.3% | -35.3% | -39.2% |
| 6M | -9.3% | +1.5% | -10.8% | +7.9% |
| YTD | -19.1% | +12.0% | -31.1% | +38.3% |
| 1Y | -27.2% | +12.9% | -40.1% | +29.2% |
| 3Y | -97.1% | +74.9% | -172.0% | -75.2% |
| All | -97.7% | +103.8% | -201.6% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling