+69.2%
VTRS vs TSLQ
-50.5%
+119.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.0% | -12.3% | +0.2% |
| 7D | +3.3% | -5.8% | +9.1% | +3.1% |
| 30D | -3.6% | -22.1% | +18.4% | -4.7% |
| 3M | +7.0% | +10.1% | -3.1% | +8.6% |
| 6M | +17.5% | -6.8% | +24.2% | +18.3% |
| YTD | +38.8% | +8.5% | +30.2% | +40.6% |
| 1Y | +69.2% | -49.7% | +118.9% | +71.6% |
| All | +69.2% | -50.5% | +119.7% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling