-12.6%
TLT vs VCLT
+21.5%
-34.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -3.1% | -2.3% | -0.8% | -1.2% |
| 30D | +1.0% | +0.8% | +0.3% | +0.4% |
| 3M | -2.7% | -2.7% | -0.1% | -0.4% |
| 6M | -4.1% | -4.3% | +0.1% | -0.5% |
| YTD | -5.4% | -4.3% | -1.0% | -1.7% |
| 1Y | -7.0% | -4.4% | -2.7% | -3.3% |
| 3Y | +2.8% | +13.8% | -10.9% | -6.5% |
| 5Y | -35.4% | -17.0% | -18.4% | -27.1% |
| All | -12.6% | +21.5% | -34.1% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling