-100.0%
VIVK vs TSLQ
-17.8%
-82.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +6.4% | -33.9% | -27.6% |
| 7D | -68.7% | +9.8% | -78.5% | -68.8% |
| 30D | -90.0% | -6.0% | -84.0% | -90.0% |
| 3M | -98.1% | -35.0% | -63.1% | -98.0% |
| 6M | -99.9% | -24.9% | -75.0% | -99.9% |
| YTD | -99.9% | -12.7% | -87.3% | -99.9% |
| 1Y | -100.0% | -21.0% | -79.0% | -100.0% |
| All | -100.0% | -17.8% | -82.2% | -100.0% |
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 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