-1.1%
VICI vs TSLQ
-97.2%
+96.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -2.3% | -6.6% | +4.3% | -2.5% |
| 30D | -4.8% | -24.3% | +19.5% | -5.3% |
| 3M | -10.1% | -3.6% | -6.5% | -9.9% |
| 6M | -9.7% | -12.0% | +2.2% | -9.5% |
| YTD | -8.8% | +1.4% | -10.1% | -7.9% |
| 1Y | -20.2% | -43.6% | +23.3% | -20.9% |
| 3Y | -5.8% | -95.4% | +89.6% | -10.6% |
| All | -1.1% | -97.2% | +96.1% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling