+131.2%
TLT vs VMC
+782.1%
-650.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.2% |
| 7D | -0.4% | -4.3% | +3.9% | -0.8% |
| 30D | -0.6% | -8.2% | +7.7% | -1.2% |
| 3M | -2.7% | -7.0% | +4.3% | -3.2% |
| 6M | -5.6% | -10.8% | +5.1% | -6.4% |
| YTD | -2.8% | -7.4% | +4.6% | -3.2% |
| 1Y | -1.4% | -9.5% | +8.1% | -2.0% |
| 3Y | -1.6% | +20.5% | -22.1% | +0.7% |
| 5Y | -33.8% | +51.6% | -85.4% | -30.4% |
| 10Y | -21.1% | +150.0% | -171.2% | -10.2% |
| All | +131.2% | +782.1% | -650.9% | +242.2% |
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 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