+95.9%
VT vs TSLQ
-97.3%
+193.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.4% | +8.6% | -0.5% |
| 7D | -2.3% | +19.7% | -22.0% | -0.5% |
| 30D | -5.0% | +4.1% | -9.1% | -4.2% |
| 3M | -4.9% | -30.9% | +26.0% | -6.9% |
| 6M | -1.5% | -13.6% | +12.1% | -0.3% |
| YTD | +8.5% | -2.6% | +11.1% | +12.0% |
| 1Y | +11.4% | -10.4% | +21.8% | +14.6% |
| 3Y | +70.1% | -96.4% | +166.5% | +50.0% |
| All | +95.9% | -97.3% | +193.2% | +81.4% |
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