+86.1%
TLT vs VIG
+650.0%
-563.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -0.3% | +1.0% | -1.3% | 0.0% |
| 30D | +3.7% | +4.5% | -0.8% | +4.9% |
| 3M | -0.7% | +2.1% | -2.7% | -0.1% |
| 6M | -4.2% | +10.5% | -14.7% | -1.7% |
| YTD | -4.0% | +15.1% | -19.0% | -0.3% |
| 1Y | -5.8% | +16.9% | -22.7% | -1.8% |
| 3Y | +4.1% | +65.6% | -61.5% | +20.0% |
| 5Y | -34.8% | +64.4% | -99.2% | -24.9% |
| 10Y | -12.3% | +260.6% | -273.0% | +37.8% |
| All | +86.1% | +650.0% | -563.9% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling