-2.1%
TLT vs VNQ
+29.8%
-31.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -1.6% | -2.6% | +1.1% | -0.7% |
| 30D | -1.3% | -2.3% | +1.0% | -0.5% |
| 3M | -3.7% | -2.8% | -0.9% | -2.9% |
| 6M | -6.4% | +2.5% | -8.9% | -7.4% |
| YTD | -4.5% | +8.4% | -12.9% | -7.5% |
| 1Y | -5.9% | +6.8% | -12.6% | -8.3% |
| All | -2.1% | +29.8% | -31.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 3y: compounded portfolio wealth divided by compounded VNQ 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…
3y analysis · Full analysis span regression · 6 months rolling