-55.4%
TSLL vs VCIT
+17.5%
-72.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -0.3% | +2.2% | +3.1% |
| 30D | +17.8% | -0.8% | +18.5% | +20.9% |
| 3M | -37.0% | -1.0% | -36.0% | -34.2% |
| 6M | -37.7% | -1.8% | -35.8% | -32.8% |
| YTD | -51.4% | -0.7% | -50.7% | -49.3% |
| 1Y | -23.4% | +1.0% | -24.3% | -23.9% |
| 3Y | -30.8% | +18.8% | -49.6% | -54.0% |
| All | -55.4% | +17.5% | -72.9% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling