+114.0%
VOO vs TSLQ
-97.2%
+211.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.8% |
| 7D | -0.8% | -6.6% | +5.8% | -1.4% |
| 30D | -1.1% | -24.3% | +23.2% | -3.2% |
| 3M | +3.9% | -3.6% | +7.5% | +5.1% |
| 6M | +13.6% | -12.0% | +25.6% | +15.2% |
| YTD | +12.7% | +1.4% | +11.3% | +16.3% |
| 1Y | +17.6% | -43.6% | +61.1% | +16.4% |
| 3Y | +77.3% | -95.4% | +172.7% | +59.4% |
| All | +114.0% | -97.2% | +211.2% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling