-12.6%
TLT vs VSH
+115.4%
-128.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.5% |
| 7D | -3.1% | +14.3% | -17.4% | -2.7% |
| 30D | +1.0% | -7.9% | +8.9% | +0.9% |
| 3M | -2.7% | -19.9% | +17.1% | -3.1% |
| 6M | -4.1% | -30.5% | +26.4% | -4.5% |
| YTD | -5.4% | +85.7% | -91.0% | -1.7% |
| 1Y | -7.0% | +98.9% | -106.0% | -3.1% |
| 3Y | +2.8% | +32.1% | -29.3% | +5.4% |
| 5Y | -35.4% | +39.7% | -75.0% | -32.7% |
| All | -12.6% | +115.4% | -128.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling