-97.0%
TSLQ vs VT
+109.8%
-206.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +11.9% |
| 7D | -5.8% | +0.4% | -6.2% | -4.0% |
| 30D | -22.1% | +1.0% | -23.1% | -18.6% |
| 3M | +10.1% | +2.4% | +7.7% | +28.5% |
| 6M | -6.8% | +12.0% | -18.8% | +50.4% |
| YTD | +8.5% | +15.3% | -6.8% | +95.7% |
| 1Y | -49.7% | +22.6% | -72.3% | +15.9% |
| 3Y | -95.6% | +74.7% | -170.3% | -62.7% |
| All | -97.0% | +109.8% | -206.8% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling