-20.8%
TLT vs VEU
+152.3%
-173.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.7% |
| 30D | -1.3% | -0.7% | -0.6% | -1.4% |
| 3M | -3.7% | +4.9% | -8.6% | -3.4% |
| 6M | -6.4% | +9.8% | -16.2% | -5.6% |
| YTD | -4.5% | +15.3% | -19.8% | -3.2% |
| 1Y | -5.9% | +23.0% | -28.9% | -4.0% |
| 3Y | -2.8% | +73.5% | -76.3% | +3.5% |
| 5Y | -35.1% | +54.5% | -89.6% | -33.0% |
| All | -20.8% | +152.3% | -173.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling