+82.2%
VSH vs TSLQ
-97.3%
+179.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.0% | +6.9% | -2.5% |
| 7D | +6.2% | -8.6% | +14.8% | +4.6% |
| 30D | -11.1% | -24.9% | +13.8% | -15.2% |
| 3M | -44.9% | -1.5% | -43.4% | -43.0% |
| 6M | +90.0% | -18.1% | +108.0% | +95.2% |
| YTD | +118.8% | -0.1% | +118.9% | +134.0% |
| 1Y | +109.0% | -51.4% | +160.3% | +104.4% |
| 3Y | +35.6% | -95.9% | +131.6% | +13.0% |
| All | +82.2% | -97.3% | +179.4% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling