-18.4%
TSLL vs VCLT
+16.8%
-35.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.8% |
| 7D | -21.2% | +0.3% | -21.5% | -21.9% |
| 30D | -13.3% | +3.7% | -17.0% | -20.9% |
| 3M | +15.4% | -1.0% | +16.4% | +17.6% |
| 6M | -34.2% | -3.4% | -30.9% | -28.1% |
| YTD | -52.9% | -2.6% | -50.3% | -49.2% |
| 1Y | -54.3% | -3.3% | -51.1% | -49.8% |
| 3Y | -18.4% | +17.3% | -35.7% | -35.0% |
| All | -18.4% | +16.8% | -35.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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