-20.9%
VST vs TSLQ
-50.5%
+29.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.0% | -8.5% | +5.3% |
| 7D | +8.9% | -5.8% | +14.7% | +8.1% |
| 30D | +6.2% | -22.1% | +28.3% | +2.5% |
| 3M | -2.7% | +10.1% | -12.8% | +1.6% |
| 6M | -8.4% | -6.8% | -1.6% | -5.4% |
| YTD | -7.2% | +8.5% | -15.7% | -1.0% |
| 1Y | -20.9% | -49.7% | +28.8% | -19.1% |
| All | -20.9% | -50.5% | +29.6% | -19.1% |
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