-47.0%
VFC vs TSLQ
-97.8%
+50.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +3.8% |
| 7D | +1.6% | -16.8% | +18.5% | -1.0% |
| 30D | +25.5% | -18.0% | +43.4% | +22.7% |
| 3M | +41.3% | -34.5% | +75.8% | +34.3% |
| 6M | +22.2% | -8.9% | +31.1% | +25.6% |
| YTD | +16.4% | -19.0% | +35.4% | +19.7% |
| 1Y | +38.4% | -38.2% | +76.6% | +37.2% |
| 3Y | +56.2% | -96.9% | +153.1% | +27.7% |
| All | -47.0% | -97.8% | +50.7% | -53.5% |
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 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