-8.1%
TSLX vs VT
+10.5%
-18.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.1% | -2.3% | +2.4% | +0.7% |
| 30D | +2.7% | -5.0% | +7.7% | +4.1% |
| 3M | -3.3% | -4.9% | +1.5% | -2.1% |
| 6M | +3.4% | -1.5% | +5.0% | +3.8% |
| YTD | -12.4% | +8.5% | -20.9% | -16.6% |
| 1Y | -8.1% | +11.4% | -19.5% | -13.9% |
| All | -8.1% | +10.5% | -18.6% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling