-34.5%
TLT vs VEU
+57.4%
-91.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | -0.3% | +1.0% | -1.3% | -0.4% |
| 3M | -1.7% | +5.6% | -7.4% | -2.5% |
| 6M | -4.9% | +13.7% | -18.6% | -6.6% |
| YTD | -2.8% | +17.7% | -20.5% | -4.9% |
| 1Y | -4.2% | +25.8% | -30.0% | -7.1% |
| 3Y | -1.1% | +77.1% | -78.2% | -8.1% |
| All | -34.5% | +57.4% | -91.9% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling