+99.0%
VXUS vs TSLQ
-97.3%
+196.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.7% |
| 7D | +0.3% | -8.0% | +8.3% | -0.2% |
| 30D | +0.7% | -23.8% | +24.5% | -0.9% |
| 3M | +4.8% | -7.0% | +11.8% | +5.5% |
| 6M | +11.3% | -17.1% | +28.4% | +12.1% |
| YTD | +16.5% | +0.1% | +16.5% | +19.0% |
| 1Y | +24.3% | -51.2% | +75.5% | +22.6% |
| 3Y | +74.5% | -95.9% | +170.4% | +59.8% |
| All | +99.0% | -97.3% | +196.3% | +87.9% |
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