-34.9%
VST vs TSLQ
-17.8%
-17.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.4% | -20.3% | -12.7% |
| 7D | -15.7% | +9.8% | -25.5% | -14.2% |
| 30D | -17.0% | -6.0% | -10.9% | -17.1% |
| 3M | -15.9% | -35.0% | +19.1% | -20.2% |
| 6M | -25.0% | -24.9% | 0.0% | -25.1% |
| YTD | -25.1% | -12.7% | -12.4% | -21.0% |
| 1Y | -34.9% | -21.0% | -13.9% | -31.1% |
| All | -34.9% | -17.8% | -17.1% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling