+197.1%
VGT vs TSLQ
-97.3%
+294.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.5% | -8.0% | +9.5% | +0.5% |
| 30D | +0.5% | -23.8% | +24.3% | -2.7% |
| 3M | +5.3% | -7.0% | +12.3% | +6.9% |
| 6M | +32.4% | -17.1% | +49.5% | +34.5% |
| YTD | +28.6% | +0.1% | +28.5% | +35.0% |
| 1Y | +37.6% | -51.2% | +88.8% | +33.7% |
| 3Y | +125.5% | -95.9% | +221.4% | +89.3% |
| All | +197.1% | -97.3% | +294.4% | +154.5% |
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