+3,242.4%
VRT vs TSLQ
-97.0%
+3,339.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.0% | -7.6% | +7.1% |
| 7D | +9.1% | -5.8% | +14.9% | +8.1% |
| 30D | +0.9% | -22.1% | +23.0% | -4.0% |
| 3M | -13.4% | +10.1% | -23.4% | -7.1% |
| 6M | +11.7% | -6.8% | +18.5% | +18.0% |
| YTD | +73.2% | +8.5% | +64.7% | +91.5% |
| 1Y | +123.4% | -49.7% | +173.1% | +116.9% |
| 3Y | +606.2% | -95.6% | +701.8% | +455.3% |
| All | +3,242.4% | -97.0% | +3,339.4% | +2,684.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling