-66.4%
VFC vs TSLQ
-97.3%
+30.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.0% | +6.1% | -3.1% |
| 7D | +0.8% | -8.6% | +9.4% | -0.4% |
| 30D | -11.9% | -24.9% | +12.9% | -15.3% |
| 3M | -20.2% | -1.5% | -18.6% | -18.2% |
| 6M | -23.0% | -18.1% | -4.9% | -22.0% |
| YTD | -26.2% | -0.1% | -26.1% | -22.4% |
| 1Y | -13.3% | -51.4% | +38.0% | -17.0% |
| 3Y | -25.5% | -95.9% | +70.4% | -36.5% |
| All | -66.4% | -97.3% | +30.8% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling