+62.9%
TLT vs VEU
+174.2%
-111.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.1% | +2.1% | -5.2% | -2.7% |
| 30D | +1.0% | -0.9% | +2.0% | +0.9% |
| 3M | -2.7% | -5.4% | +2.7% | -3.8% |
| 6M | -4.1% | -1.8% | -2.4% | -4.4% |
| YTD | -5.4% | +10.9% | -16.3% | -3.1% |
| 1Y | -7.0% | +13.6% | -20.6% | -4.3% |
| 3Y | +2.8% | +69.3% | -66.4% | +15.8% |
| 5Y | -35.4% | +48.1% | -83.5% | -29.5% |
| 10Y | -13.1% | +148.0% | -161.1% | +11.4% |
| All | +62.9% | +174.2% | -111.3% | +125.2% |
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