-0.8%
TLT vs VG
-44.1%
+43.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -1.4% |
| 7D | -2.7% | +15.1% | -17.8% | -2.3% |
| 30D | +2.2% | -4.2% | +6.3% | +2.1% |
| 3M | -1.7% | -3.1% | +1.4% | -1.7% |
| 6M | -4.0% | +0.3% | -4.3% | -3.7% |
| YTD | -4.9% | +95.5% | -100.4% | -4.2% |
| 1Y | -7.4% | +64.4% | -71.8% | -6.7% |
| All | -0.8% | -44.1% | +43.3% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling