+101.1%
VT vs TSLQ
-97.9%
+199.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.9% |
| 7D | +2.9% | -26.6% | +29.5% | +0.3% |
| 30D | -2.5% | -17.5% | +15.0% | -3.6% |
| 3M | -3.3% | -41.7% | +38.4% | -6.7% |
| 6M | +1.5% | -16.9% | +18.5% | +2.4% |
| YTD | +11.4% | -21.9% | +33.3% | +12.8% |
| 1Y | +11.9% | -32.5% | +44.4% | +12.4% |
| 3Y | +73.9% | -97.2% | +171.0% | +50.0% |
| All | +101.1% | -97.9% | +199.0% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling