+32.1%
VSH vs TSLQ
-97.0%
+129.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.7% | -7.9% | -3.4% |
| 7D | +14.3% | -16.8% | +31.2% | +10.7% |
| 30D | -7.9% | -18.0% | +10.1% | -9.1% |
| 3M | -19.9% | -34.5% | +14.6% | -23.3% |
| 6M | -30.5% | -8.9% | -21.6% | -26.6% |
| YTD | +85.7% | -19.0% | +104.7% | +96.5% |
| 1Y | +98.9% | -38.2% | +137.1% | +102.6% |
| 3Y | +32.1% | -96.9% | +129.0% | +10.6% |
| All | +32.1% | -97.0% | +129.1% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling