+55.9%
VZ vs TSLQ
-96.3%
+152.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.5% | -0.7% |
| 7D | +2.1% | +19.7% | -17.5% | +1.7% |
| 30D | +1.4% | +4.1% | -2.7% | +1.2% |
| 3M | -1.3% | -30.9% | +29.6% | -0.8% |
| 6M | -0.5% | -13.6% | +13.1% | -0.7% |
| YTD | +19.6% | -2.6% | +22.2% | +19.0% |
| 1Y | +22.4% | -10.4% | +32.8% | +21.8% |
| 3Y | +55.9% | -96.4% | +152.3% | +60.5% |
| All | +55.9% | -96.3% | +152.2% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling