-23.4%
TSLL vs VCIT
+1.3%
-24.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -0.3% | +2.2% | +4.1% |
| 30D | +17.8% | -0.8% | +18.5% | +23.4% |
| 3M | -37.0% | -1.0% | -36.0% | -32.5% |
| 6M | -37.7% | -1.8% | -35.8% | -33.1% |
| YTD | -51.4% | -0.7% | -50.7% | -49.3% |
| 1Y | -23.4% | +1.0% | -24.3% | -20.3% |
| All | -23.4% | +1.3% | -24.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 1y: compounded portfolio wealth divided by compounded VCIT 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…
1y analysis · Full analysis span regression · 6 months rolling