+6.9%
TLT vs VST
+264.2%
-257.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.6% | 0.0% |
| 7D | +0.1% | -9.8% | +9.9% | +0.1% |
| 30D | +6.2% | -25.1% | +31.3% | +6.2% |
| 3M | +0.1% | -11.6% | +11.6% | 0.0% |
| 6M | -3.0% | -20.9% | +18.0% | -3.0% |
| YTD | -2.7% | -22.3% | +19.6% | -2.7% |
| 1Y | -4.8% | -32.0% | +27.2% | -4.9% |
| 3Y | +6.9% | +262.4% | -255.5% | 0.0% |
| All | +6.9% | +264.2% | -257.3% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling