-33.7%
TLT vs VMC
+52.4%
-86.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | -0.3% | -9.1% | +8.8% | +0.4% |
| 3M | -1.7% | -4.1% | +2.4% | -1.5% |
| 6M | -4.9% | -5.5% | +0.6% | -4.6% |
| YTD | -2.8% | -8.9% | +6.1% | -2.4% |
| 1Y | -4.2% | -12.9% | +8.7% | -3.6% |
| 3Y | -1.1% | +22.1% | -23.2% | -2.4% |
| 5Y | -33.7% | +52.7% | -86.4% | -35.2% |
| All | -33.7% | +52.4% | -86.1% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling