-20.8%
TLT vs VIG
+247.5%
-268.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -1.6% | -2.2% | +0.7% | -1.9% |
| 30D | -1.3% | -3.2% | +1.9% | -1.8% |
| 3M | -3.7% | +3.0% | -6.8% | -3.3% |
| 6M | -6.4% | +8.1% | -14.5% | -5.3% |
| YTD | -4.5% | +9.1% | -13.5% | -3.3% |
| 1Y | -5.9% | +12.6% | -18.4% | -4.2% |
| 3Y | -2.8% | +55.4% | -58.2% | +4.6% |
| 5Y | -35.1% | +62.8% | -97.9% | -29.3% |
| All | -20.8% | +247.5% | -268.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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