-100.0%
VIVK vs TSLQ
-50.5%
-49.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +12.0% | -24.3% | -13.2% |
| 7D | -1.4% | -5.8% | +4.4% | -0.9% |
| 30D | -43.6% | -22.1% | -21.5% | -42.3% |
| 3M | -95.1% | +10.1% | -105.2% | -95.0% |
| 6M | -98.2% | -6.8% | -91.4% | -98.1% |
| YTD | -97.9% | +8.5% | -106.5% | -97.8% |
| 1Y | -100.0% | -49.7% | -50.2% | -100.0% |
| All | -100.0% | -50.5% | -49.5% | -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