-43.6%
TSLQ vs VCLT
-4.4%
-39.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -0.9% |
| 7D | -6.6% | -1.4% | -5.2% | -10.0% |
| 30D | -24.3% | -1.2% | -23.1% | -26.4% |
| 3M | -3.6% | -4.8% | +1.2% | -13.5% |
| 6M | -12.0% | -2.6% | -9.4% | -15.8% |
| YTD | +1.4% | -3.3% | +4.7% | -3.2% |
| 1Y | -43.6% | -4.8% | -38.7% | -47.8% |
| All | -43.6% | -4.4% | -39.2% | -47.8% |
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