+98.4%
VXUS vs TSLQ
-97.2%
+195.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.9% |
| 7D | -1.4% | -6.6% | +5.2% | -1.9% |
| 30D | -0.5% | -24.3% | +23.8% | -2.1% |
| 3M | +2.6% | -3.6% | +6.2% | +3.4% |
| 6M | +10.9% | -12.0% | +22.8% | +12.1% |
| YTD | +16.1% | +1.4% | +14.8% | +18.8% |
| 1Y | +22.3% | -43.6% | +65.8% | +21.7% |
| 3Y | +72.0% | -95.4% | +167.4% | +59.5% |
| All | +98.4% | -97.2% | +195.6% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling