+644.6%
VRT vs TSLQ
-95.6%
+740.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.0% | +11.6% | +2.0% |
| 7D | +13.6% | -8.6% | +22.2% | +11.8% |
| 30D | +6.8% | -24.9% | +31.7% | +1.1% |
| 3M | -3.2% | -1.5% | -1.7% | +0.6% |
| 6M | +20.3% | -18.1% | +38.4% | +23.4% |
| YTD | +79.6% | -0.1% | +79.7% | +94.1% |
| 1Y | +139.0% | -51.4% | +190.4% | +131.7% |
| All | +644.6% | -95.6% | +740.3% | +587.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling