+180.3%
TSLX vs VT
+223.7%
-43.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | 0.0% |
| 7D | -1.3% | +0.4% | -1.6% | -1.6% |
| 30D | +3.4% | -2.6% | +6.0% | +5.0% |
| 3M | -3.9% | -3.2% | -0.6% | -2.0% |
| 6M | +5.0% | +0.9% | +4.0% | +3.8% |
| YTD | -11.0% | +11.3% | -22.3% | -17.7% |
| 1Y | -6.7% | +14.0% | -20.7% | -15.1% |
| 3Y | +16.6% | +75.8% | -59.2% | -21.3% |
| 5Y | +22.2% | +57.8% | -35.6% | -12.0% |
| 10Y | +180.3% | +219.8% | -39.5% | +27.0% |
| All | +180.3% | +223.7% | -43.4% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling