-67.2%
VFC vs TSLQ
-97.3%
+30.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -2.3% | -8.0% | +5.7% | -3.5% |
| 30D | -13.4% | -23.8% | +10.4% | -16.5% |
| 3M | -23.7% | -7.0% | -16.7% | -22.5% |
| 6M | -24.5% | -17.1% | -7.3% | -23.4% |
| YTD | -27.8% | +0.1% | -27.9% | -24.1% |
| 1Y | -13.5% | -51.2% | +37.7% | -17.1% |
| 3Y | -27.1% | -95.9% | +68.8% | -37.9% |
| All | -67.2% | -97.3% | +30.1% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling