-30.5%
VSH vs TSLQ
-12.5%
-18.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.7% | -7.9% | -2.8% |
| 7D | +14.3% | -16.8% | +31.2% | +7.5% |
| 30D | -7.9% | -18.0% | +10.1% | -10.4% |
| 3M | -19.9% | -34.5% | +14.6% | -26.2% |
| 6M | -30.5% | -8.9% | -21.6% | -18.4% |
| All | -30.5% | -12.5% | -18.0% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling