-97.1%
TSLQ vs VTEB
+9.0%
-106.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +0.4% |
| 7D | +5.7% | -1.2% | +6.9% | +2.2% |
| 30D | -21.1% | -2.9% | -18.2% | -27.0% |
| 3M | -11.5% | -3.2% | -8.4% | -18.2% |
| 6M | -14.9% | -2.6% | -12.3% | -19.9% |
| YTD | +2.4% | -1.8% | +4.3% | -2.0% |
| 1Y | -49.8% | +0.2% | -50.0% | -49.8% |
| 3Y | -95.8% | +8.2% | -104.0% | -94.8% |
| All | -97.1% | +9.0% | -106.1% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling