+66.6%
TLT vs VEA
+155.2%
-88.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | +2.3% | -5.4% | -2.7% |
| 30D | +1.0% | +0.2% | +0.8% | +1.1% |
| 3M | -2.7% | -5.3% | +2.6% | -3.8% |
| 6M | -4.1% | -0.9% | -3.2% | -4.3% |
| YTD | -5.4% | +12.2% | -17.6% | -2.9% |
| 1Y | -7.0% | +16.1% | -23.1% | -3.9% |
| 3Y | +2.8% | +73.0% | -70.1% | +16.4% |
| 5Y | -35.4% | +53.7% | -89.1% | -28.9% |
| 10Y | -13.1% | +159.3% | -172.4% | +12.8% |
| All | +66.6% | +155.2% | -88.6% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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