+225.7%
VIK vs TSLQ
-96.6%
+322.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.1% |
| 7D | -0.9% | -6.6% | +5.7% | -1.6% |
| 30D | -18.4% | -24.3% | +5.9% | -20.7% |
| 3M | -8.8% | -3.6% | -5.2% | -7.5% |
| 6M | +17.1% | -12.0% | +29.1% | +19.2% |
| YTD | +19.0% | +1.4% | +17.7% | +23.7% |
| 1Y | +30.1% | -43.6% | +73.7% | +27.7% |
| All | +225.7% | -96.6% | +322.3% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling