+67.3%
TLT vs VEU
+192.1%
-124.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.3% |
| 7D | -0.4% | +1.1% | -1.6% | -0.2% |
| 30D | -0.6% | +2.2% | -2.7% | -0.1% |
| 3M | -2.7% | +3.0% | -5.7% | -2.1% |
| 6M | -5.6% | +10.9% | -16.5% | -3.5% |
| YTD | -2.8% | +18.2% | -21.0% | +0.8% |
| 1Y | -1.4% | +28.3% | -29.7% | +4.0% |
| 3Y | -1.6% | +74.6% | -76.2% | +11.4% |
| 5Y | -33.8% | +56.4% | -90.2% | -27.0% |
| 10Y | -21.1% | +153.0% | -174.2% | +1.2% |
| All | +67.3% | +192.1% | -124.8% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling