+18.7%
VCIT vs TSLQ
-97.0%
+115.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.1% |
| 7D | -1.4% | -16.8% | +15.4% | -1.6% |
| 30D | +0.6% | -18.0% | +18.5% | +0.5% |
| 3M | -2.2% | -34.5% | +32.2% | -2.5% |
| 6M | -2.3% | -8.9% | +6.6% | -2.2% |
| YTD | -2.2% | -19.0% | +16.8% | -2.1% |
| 1Y | -1.4% | -38.2% | +36.8% | -1.4% |
| 3Y | +18.7% | -96.9% | +115.7% | +18.2% |
| All | +18.7% | -97.0% | +115.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling