+108.3%
VT vs TSLQ
-97.0%
+205.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | +1.0% |
| 7D | +0.4% | -5.8% | +6.2% | +0.1% |
| 30D | +1.0% | -22.1% | +23.1% | -0.8% |
| 3M | +2.4% | +10.1% | -7.7% | +4.9% |
| 6M | +12.0% | -6.8% | +18.8% | +14.0% |
| YTD | +15.3% | +8.5% | +6.8% | +19.4% |
| 1Y | +22.6% | -49.7% | +72.3% | +20.4% |
| 3Y | +74.7% | -95.6% | +170.3% | +56.8% |
| All | +108.3% | -97.0% | +205.3% | +93.4% |
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 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