+39.7%
VGT vs TSLQ
-50.5%
+90.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | +2.1% |
| 7D | +1.0% | -5.8% | +6.8% | +0.4% |
| 30D | +1.3% | -22.1% | +23.4% | -1.8% |
| 3M | -1.1% | +10.1% | -11.2% | +3.2% |
| 6M | +32.6% | -6.8% | +39.4% | +36.8% |
| YTD | +29.0% | +8.5% | +20.5% | +35.8% |
| 1Y | +39.7% | -49.7% | +89.4% | +46.3% |
| All | +39.7% | -50.5% | +90.2% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling