+101.3%
VXUS vs TSLQ
-97.0%
+198.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.0% | -11.5% | +1.3% |
| 7D | +1.0% | -5.8% | +6.8% | +0.7% |
| 30D | +2.2% | -22.1% | +24.3% | +0.7% |
| 3M | +3.0% | +10.1% | -7.1% | +5.0% |
| 6M | +10.7% | -6.8% | +17.4% | +12.3% |
| YTD | +17.8% | +8.5% | +9.3% | +21.1% |
| 1Y | +27.6% | -49.7% | +77.3% | +26.1% |
| 3Y | +73.3% | -95.6% | +168.9% | +59.3% |
| All | +101.3% | -97.0% | +198.3% | +91.1% |
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