+129.7%
VTR vs TSLQ
-95.6%
+225.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.3% | -6.6% | +6.3% | -0.4% |
| 30D | +1.1% | -24.3% | +25.4% | +0.8% |
| 3M | +7.9% | -3.6% | +11.5% | +8.1% |
| 6M | +6.2% | -12.0% | +18.1% | +6.4% |
| YTD | +17.7% | +1.4% | +16.4% | +18.5% |
| 1Y | +32.9% | -43.6% | +76.5% | +32.0% |
| 3Y | +129.7% | -95.4% | +225.1% | +142.3% |
| All | +129.7% | -95.6% | +225.3% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling