+112.0%
VSH vs TSLQ
-50.5%
+162.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.0% | -7.6% | +7.2% |
| 7D | +4.1% | -5.8% | +9.8% | +2.7% |
| 30D | -4.2% | -22.1% | +17.9% | -9.3% |
| 3M | -50.0% | +10.1% | -60.0% | -46.2% |
| 6M | +80.2% | -6.8% | +86.9% | +91.2% |
| YTD | +121.1% | +8.5% | +112.6% | +141.1% |
| 1Y | +112.0% | -49.7% | +161.7% | +131.2% |
| All | +112.0% | -50.5% | +162.5% | +131.2% |
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