-1.5%
VICI vs TSLQ
-97.2%
+95.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -1.8% |
| 7D | -3.6% | +5.7% | -9.3% | -3.4% |
| 30D | -4.8% | -21.1% | +16.3% | -5.3% |
| 3M | -11.5% | -11.5% | 0.0% | -11.5% |
| 6M | -12.8% | -14.9% | +2.1% | -12.7% |
| YTD | -9.1% | +2.4% | -11.5% | -8.3% |
| 1Y | -20.5% | -49.8% | +29.2% | -21.6% |
| 3Y | -5.8% | -95.8% | +90.0% | -11.5% |
| All | -1.5% | -97.2% | +95.7% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling