+180.1%
TSLX vs VT
+217.6%
-37.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -0.8% | -0.1% | -0.7% | -0.9% |
| 30D | +2.3% | -3.1% | +5.4% | +4.2% |
| 3M | -3.4% | -3.5% | +0.1% | -1.3% |
| 6M | +3.9% | +0.5% | +3.4% | +3.1% |
| YTD | -11.9% | +10.8% | -22.7% | -18.3% |
| 1Y | -6.8% | +11.9% | -18.7% | -14.2% |
| 3Y | +14.5% | +73.0% | -58.5% | -21.9% |
| 5Y | +21.2% | +58.6% | -37.4% | -13.1% |
| 10Y | +180.1% | +219.2% | -39.1% | +28.1% |
| All | +180.1% | +217.6% | -37.6% | +28.1% |
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