+91.4%
TLT vs VNQ
+392.1%
-300.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -0.3% | -2.5% | +2.2% | -0.5% |
| 3M | -1.7% | +1.4% | -3.1% | -1.6% |
| 6M | -4.9% | +4.6% | -9.5% | -4.6% |
| YTD | -2.8% | +10.5% | -13.3% | -2.0% |
| 1Y | -4.2% | +8.4% | -12.6% | -3.6% |
| 3Y | -1.1% | +32.4% | -33.5% | +1.3% |
| 5Y | -33.7% | +5.5% | -39.2% | -33.6% |
| 10Y | -20.7% | +59.1% | -79.8% | -15.5% |
| All | +91.4% | +392.1% | -300.6% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling