+135.7%
VUG vs TSLQ
-97.2%
+232.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.2% |
| 7D | -1.9% | +5.7% | -7.6% | -1.1% |
| 30D | -1.6% | -21.1% | +19.5% | -4.0% |
| 3M | +4.4% | -11.5% | +15.9% | +5.0% |
| 6M | +13.2% | -14.9% | +28.1% | +15.0% |
| YTD | +7.5% | +2.4% | +5.1% | +12.5% |
| 1Y | +12.5% | -49.8% | +62.3% | +9.6% |
| 3Y | +86.0% | -95.8% | +181.8% | +58.3% |
| All | +135.7% | -97.2% | +232.8% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling