+63.4%
VSH vs TSLQ
-17.8%
+81.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.4% | -11.5% | -3.3% |
| 7D | -13.6% | +9.8% | -23.5% | -11.2% |
| 30D | -30.4% | -6.0% | -24.3% | -30.6% |
| 3M | -33.3% | -35.0% | +1.7% | -38.8% |
| 6M | -15.1% | -24.9% | +9.9% | -13.1% |
| YTD | +80.2% | -12.7% | +92.9% | +88.2% |
| 1Y | +63.4% | -21.0% | +84.4% | +68.4% |
| All | +63.4% | -17.8% | +81.1% | +68.4% |
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