-38.0%
VG vs TSLQ
-71.6%
+33.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.0% | +10.1% | +1.3% |
| 7D | -2.5% | -8.6% | +6.1% | -3.3% |
| 30D | +11.1% | -24.9% | +36.0% | +7.9% |
| 3M | +14.9% | -1.5% | +16.4% | +16.4% |
| 6M | +18.4% | -18.1% | +36.4% | +16.3% |
| YTD | +116.6% | -0.1% | +116.7% | +124.9% |
| 1Y | +9.4% | -51.4% | +60.7% | +0.8% |
| All | -38.0% | -71.6% | +33.6% | -45.1% |
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 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