-100.0%
VIVK vs TSLQ
-49.6%
-50.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.3% |
| 7D | -4.4% | -6.6% | +2.2% | -4.0% |
| 30D | -40.8% | -24.3% | -16.5% | -39.6% |
| 3M | -94.1% | -3.6% | -90.5% | -94.0% |
| 6M | -98.2% | -12.0% | -86.2% | -98.1% |
| YTD | -98.0% | +1.4% | -99.4% | -97.9% |
| 1Y | -100.0% | -43.6% | -56.4% | -100.0% |
| All | -100.0% | -49.6% | -50.3% | -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