+88.4%
TLT vs VIG
+623.5%
-535.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | 0.0% |
| 7D | -0.4% | -0.4% | 0.0% | -0.5% |
| 30D | -0.6% | -1.0% | +0.4% | -0.8% |
| 3M | -2.7% | +2.8% | -5.5% | -2.0% |
| 6M | -5.6% | +8.2% | -13.8% | -3.7% |
| YTD | -2.8% | +11.0% | -13.8% | 0.0% |
| 1Y | -1.4% | +16.1% | -17.6% | +2.6% |
| 3Y | -1.6% | +56.2% | -57.7% | +11.6% |
| 5Y | -33.8% | +63.0% | -96.8% | -23.7% |
| 10Y | -21.1% | +241.4% | -262.6% | +22.0% |
| All | +88.4% | +623.5% | -535.2% | +281.0% |
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