+106.3%
VTR vs TSLQ
-97.2%
+203.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.3% | -6.6% | +6.3% | -0.5% |
| 30D | +1.1% | -24.3% | +25.4% | +0.5% |
| 3M | +7.9% | -3.6% | +11.5% | +8.2% |
| 6M | +6.2% | -12.0% | +18.1% | +6.5% |
| YTD | +17.7% | +1.4% | +16.4% | +18.9% |
| 1Y | +32.9% | -43.6% | +76.5% | +31.7% |
| 3Y | +129.7% | -95.4% | +225.1% | +118.1% |
| All | +106.3% | -97.2% | +203.6% | +97.4% |
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 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