+105.5%
VSH vs TSLQ
-49.1%
+154.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.4% |
| 7D | +3.1% | +5.7% | -2.6% | +4.5% |
| 30D | -5.7% | -21.1% | +15.4% | -10.4% |
| 3M | -42.5% | -11.5% | -31.0% | -41.5% |
| 6M | +82.7% | -14.9% | +97.6% | +90.3% |
| YTD | +118.2% | +2.4% | +115.8% | +134.9% |
| All | +105.5% | -49.1% | +154.6% | +118.0% |
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