+100.1%
VT vs TSLQ
-97.6%
+197.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.5% |
| 7D | -0.1% | +4.7% | -4.8% | +0.6% |
| 30D | -3.1% | -5.6% | +2.5% | -3.0% |
| 3M | -3.5% | -34.6% | +31.1% | -6.0% |
| 6M | +0.5% | -11.4% | +11.8% | +1.9% |
| YTD | +10.8% | -14.1% | +24.9% | +13.2% |
| 1Y | +11.9% | -20.7% | +32.6% | +14.0% |
| 3Y | +73.0% | -96.9% | +169.8% | +50.5% |
| All | +100.1% | -97.6% | +197.7% | +83.4% |
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