-17.2%
TSLQ vs VCLT
-2.5%
-14.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -7.9% | -8.1% |
| 7D | -8.6% | +0.3% | -8.9% | -7.6% |
| 30D | -24.9% | -0.6% | -24.3% | -26.1% |
| 3M | -1.5% | -2.2% | +0.7% | -6.2% |
| All | -17.2% | -2.5% | -14.7% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling