+137.8%
VUG vs TSLQ
-97.2%
+235.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +0.8% |
| 7D | -0.5% | -6.6% | +6.1% | -1.3% |
| 30D | -1.0% | -24.3% | +23.3% | -3.9% |
| 3M | +3.5% | -3.6% | +7.1% | +5.2% |
| 6M | +14.2% | -12.0% | +26.1% | +16.5% |
| YTD | +8.5% | +1.4% | +7.1% | +13.4% |
| 1Y | +12.9% | -43.6% | +56.4% | +11.5% |
| 3Y | +85.6% | -95.4% | +181.0% | +61.5% |
| All | +137.8% | -97.2% | +235.1% | +107.6% |
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 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