-33.7%
TLT vs VIG
+63.6%
-97.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | -0.3% | -2.1% | +1.8% | 0.0% |
| 3M | -1.7% | +3.3% | -5.1% | -2.1% |
| 6M | -4.9% | +9.3% | -14.2% | -5.9% |
| YTD | -2.8% | +10.1% | -12.9% | -3.9% |
| 1Y | -4.2% | +14.7% | -18.9% | -5.7% |
| 3Y | -1.1% | +56.9% | -58.0% | -5.9% |
| 5Y | -33.7% | +62.9% | -96.6% | -37.6% |
| All | -33.7% | +63.6% | -97.3% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling