+92.9%
VSH vs TSLQ
-97.2%
+190.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.2% | +6.0% |
| 7D | +4.8% | -6.6% | +11.4% | +3.5% |
| 30D | -0.7% | -24.3% | +23.6% | -5.1% |
| 3M | -43.1% | -3.6% | -39.4% | -41.4% |
| 6M | +91.8% | -12.0% | +103.7% | +99.5% |
| YTD | +131.6% | +1.4% | +130.2% | +148.5% |
| 1Y | +118.1% | -43.6% | +161.6% | +118.4% |
| 3Y | +40.9% | -95.4% | +136.3% | +19.7% |
| All | +92.9% | -97.2% | +190.1% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling