-95.4%
TSLQ vs VTEB
+8.6%
-104.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | +0.1% |
| 7D | -6.6% | -0.9% | -5.7% | -9.3% |
| 30D | -24.3% | -2.5% | -21.8% | -30.2% |
| 3M | -3.6% | -3.0% | -0.6% | -11.7% |
| 6M | -12.0% | -2.1% | -9.8% | -16.9% |
| YTD | +1.4% | -1.5% | +2.9% | -2.9% |
| 1Y | -43.6% | +0.2% | -43.7% | -43.8% |
| 3Y | -95.4% | +8.6% | -103.9% | -93.4% |
| All | -95.4% | +8.6% | -104.0% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling