+30.5%
VZ vs TSLQ
-97.3%
+127.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.5% | +0.6% |
| 7D | +0.2% | -8.6% | +8.8% | +0.3% |
| 30D | +7.1% | -24.9% | +32.0% | +7.4% |
| 3M | +12.8% | -1.5% | +14.3% | +12.7% |
| 6M | +1.8% | -18.1% | +19.9% | +1.7% |
| YTD | +30.0% | -0.1% | +30.1% | +29.6% |
| 1Y | +24.3% | -51.4% | +75.7% | +24.6% |
| 3Y | +84.3% | -95.9% | +180.2% | +86.1% |
| All | +30.5% | -97.3% | +127.8% | +35.5% |
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 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