-97.2%
TSLQ vs VCLT
+8.6%
-105.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -7.9% | -8.0% |
| 7D | -8.6% | +0.3% | -8.9% | -8.1% |
| 30D | -24.9% | -0.6% | -24.3% | -25.4% |
| 3M | -1.5% | -2.2% | +0.7% | -4.1% |
| 6M | -18.1% | -2.9% | -15.2% | -20.1% |
| YTD | -0.1% | -2.1% | +1.9% | -1.1% |
| 1Y | -51.4% | -2.6% | -48.8% | -52.1% |
| 3Y | -95.9% | +12.5% | -108.4% | -94.8% |
| All | -97.2% | +8.6% | -105.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling