-100.0%
VIVK vs TSLQ
-97.3%
-2.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.2% | -6.5% | -6.3% |
| 7D | -7.9% | -8.0% | +0.1% | -7.8% |
| 30D | -42.0% | -23.8% | -18.2% | -41.6% |
| 3M | -92.5% | -7.0% | -85.5% | -92.5% |
| 6M | -98.0% | -17.1% | -80.9% | -98.0% |
| YTD | -97.9% | +0.1% | -98.0% | -97.9% |
| 1Y | -100.0% | -51.2% | -48.8% | -100.0% |
| 3Y | -100.0% | -95.9% | -4.1% | -100.0% |
| All | -100.0% | -97.3% | -2.7% | -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 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