-97.2%
TSLQ vs VCLT
+8.4%
-105.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | -0.1% |
| 7D | -8.0% | 0.0% | -8.0% | -8.0% |
| 30D | -23.8% | +0.1% | -23.9% | -23.5% |
| 3M | -7.0% | -2.9% | -4.1% | -10.3% |
| 6M | -17.1% | -4.0% | -13.2% | -20.5% |
| YTD | +0.1% | -2.2% | +2.3% | -1.2% |
| 1Y | -51.2% | -2.6% | -48.6% | -52.0% |
| 3Y | -95.9% | +12.3% | -108.2% | -94.8% |
| All | -97.2% | +8.4% | -105.6% | -96.6% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling