+127.8%
VUG vs TSLQ
-97.8%
+225.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.7% | -0.4% |
| 7D | +2.5% | -16.8% | +19.4% | +0.2% |
| 30D | -6.3% | -18.0% | +11.7% | -7.8% |
| 3M | -6.0% | -34.5% | +28.4% | -9.6% |
| 6M | -3.5% | -8.9% | +5.4% | -1.0% |
| YTD | +3.9% | -19.0% | +22.9% | +6.8% |
| 1Y | +5.1% | -38.2% | +43.3% | +4.8% |
| 3Y | +77.9% | -96.9% | +174.8% | +45.1% |
| All | +127.8% | -97.8% | +225.6% | +95.4% |
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 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