-54.3%
TSLL vs VCIT
-0.9%
-53.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +9.2% |
| 7D | -21.2% | +0.1% | -21.3% | -22.0% |
| 30D | -13.3% | +1.9% | -15.2% | -22.8% |
| 3M | +15.4% | -1.4% | +16.8% | +27.6% |
| 6M | -34.2% | -2.1% | -32.1% | -23.4% |
| YTD | -52.9% | -1.6% | -51.3% | -48.7% |
| 1Y | -54.3% | -0.9% | -53.4% | -53.1% |
| All | -54.3% | -0.9% | -53.5% | -53.1% |
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