-24.9%
TSLL vs VCIT
+19.8%
-44.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.2% | -22.1% | -22.7% |
| 7D | -28.9% | +0.5% | -29.3% | -30.4% |
| 30D | -21.4% | +2.1% | -23.5% | -28.3% |
| 3M | +5.0% | -1.6% | +6.6% | +11.7% |
| 6M | -36.6% | -1.6% | -35.0% | -31.5% |
| YTD | -56.6% | -1.5% | -55.1% | -53.1% |
| 1Y | -60.9% | -0.4% | -60.5% | -59.3% |
| All | -24.9% | +19.8% | -44.7% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling