+19.8%
TSLX vs VT
+57.0%
-37.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -0.1% | +2.4% | -2.4% | -1.3% |
| 30D | +2.7% | -1.5% | +4.2% | +3.4% |
| 3M | -5.8% | -4.1% | -1.7% | -3.7% |
| 6M | +6.7% | +0.6% | +6.2% | +6.0% |
| YTD | -12.4% | +11.0% | -23.5% | -18.3% |
| 1Y | -8.9% | +13.3% | -22.3% | -16.1% |
| 3Y | +12.8% | +73.4% | -60.6% | -20.4% |
| All | +19.8% | +57.0% | -37.2% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling