+603.6%
VST vs TSLQ
-97.3%
+700.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.0% | +9.6% | +0.3% |
| 7D | +9.9% | -8.6% | +18.4% | +8.5% |
| 30D | +7.9% | -24.9% | +32.8% | +3.5% |
| 3M | +3.4% | -1.5% | +4.9% | +5.9% |
| 6M | -4.1% | -18.1% | +14.0% | -3.0% |
| YTD | -5.7% | -0.1% | -5.6% | -0.3% |
| 1Y | -18.9% | -51.4% | +32.5% | -21.7% |
| 3Y | +359.1% | -95.9% | +455.0% | +283.1% |
| All | +603.6% | -97.3% | +700.9% | +502.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling