-44.6%
VG vs TSLQ
-77.0%
+32.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -0.5% |
| 7D | +14.0% | -16.8% | +30.8% | +11.9% |
| 30D | -1.0% | -18.0% | +17.0% | -2.4% |
| 3M | -2.7% | -34.5% | +31.8% | -6.0% |
| 6M | +1.5% | -8.9% | +10.4% | +3.7% |
| YTD | +93.7% | -19.0% | +112.7% | +98.4% |
| 1Y | +68.5% | -38.2% | +106.8% | +63.7% |
| All | -44.6% | -77.0% | +32.4% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling