-21.0%
TSLQ vs VYM
+21.8%
-42.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +9.5% |
| 7D | +9.8% | +1.2% | +8.7% | +12.8% |
| 30D | -6.0% | +5.2% | -11.3% | +7.3% |
| 3M | -35.0% | +0.5% | -35.5% | -33.9% |
| 6M | -24.9% | +7.7% | -32.6% | -8.1% |
| YTD | -12.7% | +17.2% | -29.8% | +31.3% |
| 1Y | -21.0% | +21.7% | -42.7% | +40.5% |
| All | -21.0% | +21.8% | -42.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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