+110.4%
VTI vs TSLQ
-97.3%
+207.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.4% | -8.0% | +7.6% | -1.0% |
| 30D | -1.6% | -23.8% | +22.2% | -3.8% |
| 3M | +3.6% | -7.0% | +10.6% | +4.5% |
| 6M | +13.0% | -17.1% | +30.1% | +13.9% |
| YTD | +12.7% | +0.1% | +12.6% | +16.3% |
| 1Y | +18.4% | -51.2% | +69.6% | +15.4% |
| 3Y | +76.4% | -95.9% | +172.3% | +55.0% |
| All | +110.4% | -97.3% | +207.6% | +90.8% |
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