-34.9%
TLT vs VCLT
-15.5%
-19.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | -2.9% | -2.9% | 0.0% | +0.3% |
| 6M | -6.3% | -4.0% | -2.3% | -2.0% |
| YTD | -3.3% | -2.2% | -1.1% | -0.9% |
| 1Y | -4.2% | -2.6% | -1.6% | -1.4% |
| 3Y | -1.7% | +12.3% | -13.9% | -13.0% |
| 5Y | -34.9% | -16.4% | -18.5% | -17.8% |
| All | -34.9% | -15.5% | -19.3% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling