+29.8%
VZ vs TSLQ
-97.0%
+126.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | -1.0% |
| 7D | +0.1% | -5.8% | +5.9% | +0.1% |
| 30D | +7.9% | -22.1% | +30.0% | +8.2% |
| 3M | +13.6% | +10.1% | +3.6% | +13.3% |
| 6M | +1.1% | -6.8% | +7.9% | +0.9% |
| YTD | +29.3% | +8.5% | +20.8% | +28.8% |
| 1Y | +21.2% | -49.7% | +71.0% | +21.4% |
| 3Y | +75.9% | -95.6% | +171.5% | +77.3% |
| All | +29.8% | -97.0% | +126.8% | +34.7% |
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