+361.0%
VRT vs TSLQ
-96.9%
+457.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.3% |
| 7D | -17.7% | +4.7% | -22.4% | -15.4% |
| 30D | -20.0% | -5.6% | -14.4% | -19.0% |
| 3M | -28.1% | -34.6% | +6.5% | -31.8% |
| 6M | -42.8% | -11.4% | -31.5% | -39.6% |
| YTD | +20.0% | -14.1% | +34.1% | +29.1% |
| 1Y | +3.5% | -20.7% | +24.2% | +11.0% |
| All | +361.0% | -96.9% | +457.9% | +265.5% |
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