-95.4%
TSLQ vs VYM
+65.1%
-160.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | +1.4% |
| 7D | -6.6% | -0.8% | -5.8% | -9.4% |
| 30D | -24.3% | -2.2% | -22.1% | -30.1% |
| 3M | -3.6% | +3.1% | -6.7% | +8.9% |
| 6M | -12.0% | +9.7% | -21.7% | +27.6% |
| YTD | +1.4% | +14.9% | -13.5% | +76.1% |
| 1Y | -43.6% | +17.6% | -61.1% | +9.0% |
| 3Y | -95.4% | +65.3% | -160.7% | -67.5% |
| All | -95.4% | +65.1% | -160.5% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling