+124.8%
VGT vs TSLQ
-95.6%
+220.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.1% |
| 7D | -0.2% | -6.6% | +6.4% | -1.0% |
| 30D | -0.4% | -24.3% | +23.9% | -3.5% |
| 3M | +4.4% | -3.6% | +8.0% | +6.3% |
| 6M | +32.1% | -12.0% | +44.0% | +35.1% |
| YTD | +28.8% | +1.4% | +27.4% | +34.9% |
| 1Y | +35.3% | -43.6% | +78.9% | +34.4% |
| 3Y | +124.8% | -95.4% | +220.2% | +103.4% |
| All | +124.8% | -95.6% | +220.3% | +103.4% |
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