+301.9%
TSLX vs VT
+236.1%
+65.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.1% | -2.3% | +2.4% | +1.5% |
| 30D | +2.7% | -5.0% | +7.7% | +5.8% |
| 3M | -3.3% | -4.9% | +1.5% | -0.5% |
| 6M | +3.4% | -1.5% | +5.0% | +4.0% |
| YTD | -12.4% | +8.5% | -20.9% | -17.4% |
| 1Y | -8.1% | +11.4% | -19.5% | -14.8% |
| 3Y | +14.9% | +70.1% | -55.2% | -19.1% |
| 5Y | +21.7% | +53.7% | -32.1% | -9.5% |
| 10Y | +187.1% | +220.0% | -32.9% | +36.7% |
| All | +301.9% | +236.1% | +65.8% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling