+129.5%
TLT vs VMC
+856.9%
-727.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | -1.0% | -4.3% | +3.3% | -1.4% |
| 30D | +4.1% | +16.2% | -12.1% | +5.4% |
| 3M | -0.4% | -0.8% | +0.5% | -0.4% |
| 6M | -3.2% | +1.2% | -4.3% | -3.0% |
| YTD | -3.5% | +0.5% | -4.0% | -3.3% |
| 1Y | -5.8% | -2.9% | -2.9% | -5.8% |
| 3Y | +4.6% | +37.3% | -32.8% | +8.2% |
| 5Y | -34.4% | +48.8% | -83.2% | -31.2% |
| 10Y | -11.4% | +131.4% | -142.9% | -0.3% |
| All | +129.5% | +856.9% | -727.4% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling