-4.2%
TLT vs VMC
-15.3%
+11.1%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | -0.3% | -5.3% | +5.1% | +0.3% |
| 30D | 0.0% | -12.3% | +12.2% | +1.4% |
| 3M | -2.9% | -10.3% | +7.4% | -1.8% |
| 6M | -6.3% | -8.6% | +2.3% | -5.5% |
| YTD | -3.3% | -11.9% | +8.5% | -2.6% |
| 1Y | -4.2% | -13.9% | +9.7% | -3.3% |
| All | -4.2% | -15.3% | +11.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling