-13.0%
VFC vs TSLQ
-49.6%
+36.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.2% |
| 7D | -1.4% | -6.6% | +5.2% | -2.1% |
| 30D | -9.0% | -24.3% | +15.3% | -11.6% |
| 3M | -24.2% | -3.6% | -20.6% | -23.2% |
| 6M | -18.5% | -12.0% | -6.5% | -17.8% |
| YTD | -25.9% | +1.4% | -27.2% | -24.6% |
| 1Y | -13.0% | -43.6% | +30.6% | -9.1% |
| All | -13.0% | -49.6% | +36.6% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling