+71.4%
VWO vs TSLQ
-97.2%
+168.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.6% |
| 7D | -1.8% | -6.6% | +4.8% | -2.2% |
| 30D | -0.1% | -24.3% | +24.2% | -1.7% |
| 3M | +2.2% | -3.6% | +5.8% | +3.1% |
| 6M | +8.8% | -12.0% | +20.7% | +9.9% |
| YTD | +12.4% | +1.4% | +11.0% | +14.9% |
| 1Y | +15.6% | -43.6% | +59.1% | +15.1% |
| 3Y | +62.5% | -95.4% | +157.9% | +51.5% |
| All | +71.4% | -97.2% | +168.6% | +63.1% |
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