-12.3%
TLT vs VST
+1,174.0%
-1,186.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.4% |
| 7D | -0.3% | -6.0% | +5.7% | -0.4% |
| 30D | +3.7% | -18.8% | +22.5% | +3.4% |
| 3M | -0.7% | -8.0% | +7.4% | -0.7% |
| 6M | -4.2% | -10.9% | +6.7% | -4.3% |
| YTD | -4.0% | -18.3% | +14.4% | -4.1% |
| 1Y | -5.8% | -29.9% | +24.1% | -6.4% |
| 3Y | +4.1% | +290.3% | -286.2% | +11.8% |
| 5Y | -34.8% | +635.3% | -670.1% | -27.0% |
| 10Y | -12.3% | +1,162.4% | -1,174.7% | +3.2% |
| All | -12.3% | +1,174.0% | -1,186.3% | +3.2% |
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