+2,856.4%
VRT vs TSLQ
-97.2%
+2,953.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -5.1% |
| 7D | -7.7% | +5.7% | -13.4% | -6.4% |
| 30D | -12.0% | -21.1% | +9.1% | -15.9% |
| 3M | -11.7% | -11.5% | -0.2% | -10.3% |
| 6M | -8.1% | -14.9% | +6.8% | -4.8% |
| YTD | +53.2% | +2.4% | +50.8% | +67.4% |
| 1Y | +81.7% | -49.8% | +131.4% | +76.5% |
| 3Y | +535.3% | -95.8% | +631.1% | +396.3% |
| All | +2,856.4% | -97.2% | +2,953.5% | +2,334.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling