-66.3%
VFC vs TSLQ
-97.2%
+30.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.2% |
| 7D | -1.4% | -6.6% | +5.2% | -2.4% |
| 30D | -9.0% | -24.3% | +15.3% | -12.4% |
| 3M | -24.2% | -3.6% | -20.6% | -22.7% |
| 6M | -18.5% | -12.0% | -6.5% | -16.5% |
| YTD | -25.9% | +1.4% | -27.2% | -21.8% |
| 1Y | -13.0% | -43.6% | +30.6% | -14.8% |
| 3Y | -20.3% | -95.4% | +75.1% | -30.5% |
| All | -66.3% | -97.2% | +30.9% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling