+81.1%
VSH vs TSLQ
-97.2%
+178.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -0.8% |
| 7D | +2.8% | +5.7% | -2.9% | +3.9% |
| 30D | -6.0% | -21.1% | +15.1% | -9.5% |
| 3M | -42.6% | -11.5% | -31.1% | -41.8% |
| 6M | +82.1% | -14.9% | +97.0% | +88.4% |
| YTD | +117.5% | +2.4% | +115.1% | +133.8% |
| 1Y | +109.0% | -49.8% | +158.8% | +105.6% |
| 3Y | +34.9% | -95.8% | +130.7% | +12.9% |
| All | +81.1% | -97.2% | +178.3% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling