+90.1%
VTV vs TSLQ
-97.2%
+187.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -1.1% | -6.6% | +5.5% | -1.4% |
| 30D | -1.0% | -24.3% | +23.3% | -2.3% |
| 3M | +4.6% | -3.6% | +8.3% | +5.3% |
| 6M | +13.5% | -12.0% | +25.5% | +14.3% |
| YTD | +18.5% | +1.4% | +17.1% | +20.6% |
| 1Y | +22.9% | -43.6% | +66.4% | +21.8% |
| 3Y | +67.8% | -95.4% | +163.2% | +56.6% |
| All | +90.1% | -97.2% | +187.3% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling