-16.9%
TLT vs VST
+1,112.0%
-1,129.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.6% | +0.2% |
| 7D | +0.1% | -9.8% | +9.9% | -0.1% |
| 30D | +6.2% | -25.1% | +31.3% | +5.7% |
| 3M | -0.3% | -11.6% | +11.2% | -0.5% |
| 6M | -3.4% | -20.9% | +17.6% | -3.7% |
| YTD | -3.1% | -22.3% | +19.2% | -3.4% |
| 1Y | -5.2% | -32.0% | +26.8% | -5.8% |
| 3Y | +6.5% | +262.4% | -255.9% | +14.1% |
| 5Y | -34.7% | +563.4% | -598.1% | -27.3% |
| All | -16.9% | +1,112.0% | -1,129.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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