-49.7%
TSLQ vs VCLT
-0.4%
-49.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.3% |
| 7D | -5.8% | -0.5% | -5.3% | -7.1% |
| 30D | -22.1% | -0.9% | -21.2% | -23.7% |
| 3M | +10.1% | -3.2% | +13.3% | +3.0% |
| 6M | -6.8% | -3.8% | -3.0% | -11.0% |
| YTD | +8.5% | -2.0% | +10.6% | +7.4% |
| 1Y | -49.7% | -0.8% | -48.9% | -50.8% |
| All | -49.7% | -0.4% | -49.3% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling