+34.0%
VSH vs TSLQ
-95.6%
+129.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +3.5% | -8.0% | +11.5% | +2.1% |
| 30D | -4.4% | -23.8% | +19.4% | -8.5% |
| 3M | -45.8% | -7.0% | -38.8% | -44.5% |
| 6M | +90.1% | -17.1% | +107.3% | +95.8% |
| YTD | +120.3% | +0.1% | +120.3% | +135.8% |
| 1Y | +112.2% | -51.2% | +163.4% | +107.7% |
| All | +34.0% | -95.6% | +129.7% | +18.4% |
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 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