-5.6%
TLT vs VG
+47.2%
-52.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.7% | +8.5% | +0.4% |
| 7D | +1.0% | -16.4% | +17.3% | +0.1% |
| 30D | +6.0% | -10.8% | +16.8% | +5.6% |
| 3M | -0.9% | -6.3% | +5.4% | -1.0% |
| 6M | -2.3% | -12.5% | +10.2% | -2.2% |
| YTD | -3.3% | +76.9% | -80.2% | -2.6% |
| 1Y | -5.6% | +51.8% | -57.4% | -4.7% |
| All | -5.6% | +47.2% | -52.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling