+522.1%
VST vs TSLQ
-97.6%
+619.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -11.1% | +18.4% | +5.4% |
| 7D | -0.5% | +8.5% | -9.0% | +1.9% |
| 30D | -17.1% | -4.8% | -12.3% | -16.4% |
| 3M | -4.6% | -34.9% | +30.3% | -8.8% |
| 6M | -9.1% | -10.6% | +1.6% | -5.7% |
| YTD | -16.6% | -13.4% | -3.2% | -12.2% |
| 1Y | -29.5% | -25.9% | -3.6% | -26.9% |
| 3Y | +297.5% | -96.9% | +394.4% | +223.6% |
| All | +522.1% | -97.6% | +619.7% | +430.9% |
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 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