+70.2%
VWO vs TSLQ
-97.2%
+167.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.4% |
| 7D | -1.7% | +5.7% | -7.4% | -1.3% |
| 30D | -0.3% | -21.1% | +20.8% | -1.6% |
| 3M | +4.0% | -11.5% | +15.5% | +4.3% |
| 6M | +8.1% | -14.9% | +23.0% | +9.1% |
| YTD | +11.6% | +2.4% | +9.2% | +14.2% |
| 1Y | +16.2% | -49.8% | +66.0% | +15.1% |
| 3Y | +63.3% | -95.8% | +159.1% | +50.7% |
| All | +70.2% | -97.2% | +167.4% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling