+28.2%
VRT vs TSLQ
-34.8%
+63.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.1% | +0.5% |
| 7D | +18.6% | -26.6% | +45.2% | +9.6% |
| 30D | -11.7% | -17.5% | +5.9% | -13.5% |
| 3M | -27.3% | -41.7% | +14.4% | -33.6% |
| 6M | -42.9% | -16.9% | -25.9% | -40.5% |
| YTD | +29.5% | -21.9% | +51.4% | +35.2% |
| All | +28.2% | -34.8% | +63.1% | +28.6% |
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