+81.3%
VMC vs TSLQ
-97.3%
+178.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.0% | +6.3% | -2.2% |
| 7D | -0.5% | -8.6% | +8.0% | -1.1% |
| 30D | -9.1% | -24.9% | +15.8% | -10.7% |
| 3M | -4.1% | -1.5% | -2.6% | -3.1% |
| 6M | -5.5% | -18.1% | +12.5% | -5.2% |
| YTD | -8.9% | -0.1% | -8.8% | -6.8% |
| 1Y | -12.9% | -51.4% | +38.4% | -15.0% |
| 3Y | +22.1% | -95.9% | +118.1% | +7.9% |
| All | +81.3% | -97.3% | +178.6% | +66.0% |
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