+84.9%
VUG vs TSLQ
-95.6%
+180.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +0.1% | -8.0% | +8.1% | -0.7% |
| 30D | -1.7% | -23.8% | +22.1% | -4.3% |
| 3M | +2.8% | -7.0% | +9.8% | +4.0% |
| 6M | +13.6% | -17.1% | +30.7% | +14.9% |
| YTD | +8.1% | +0.1% | +8.0% | +12.3% |
| 1Y | +13.1% | -51.2% | +64.3% | +10.3% |
| All | +84.9% | -95.6% | +180.6% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling