+101.3%
VTRS vs TSLQ
-97.2%
+198.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.7% |
| 7D | -2.2% | -6.6% | +4.4% | -2.5% |
| 30D | +3.3% | -24.3% | +27.6% | +2.0% |
| 3M | +2.0% | -3.6% | +5.6% | +2.5% |
| 6M | +19.9% | -12.0% | +31.9% | +20.8% |
| YTD | +35.7% | +1.4% | +34.4% | +38.1% |
| 1Y | +68.1% | -43.6% | +111.7% | +67.0% |
| 3Y | +87.1% | -95.4% | +182.5% | +74.8% |
| All | +101.3% | -97.2% | +198.6% | +96.4% |
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