-19.9%
TLT vs VEU
+155.6%
-175.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -0.3% | +0.3% | -0.6% | -0.2% |
| 30D | 0.0% | +0.7% | -0.7% | 0.0% |
| 3M | -2.9% | +4.7% | -7.6% | -2.5% |
| 6M | -6.3% | +11.6% | -17.9% | -5.4% |
| YTD | -3.3% | +16.8% | -20.1% | -2.0% |
| 1Y | -4.2% | +24.9% | -29.1% | -2.2% |
| 3Y | -1.7% | +75.7% | -77.4% | +4.8% |
| 5Y | -34.9% | +56.1% | -91.0% | -32.8% |
| All | -19.9% | +155.6% | -175.5% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling