-33.3%
TLT vs VST
+761.6%
-794.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | +0.1% |
| 7D | -0.4% | +8.9% | -9.3% | -0.5% |
| 30D | -0.6% | +6.2% | -6.8% | -0.6% |
| 3M | -2.7% | -2.7% | 0.0% | -2.7% |
| 6M | -5.6% | -8.4% | +2.7% | -5.6% |
| YTD | -2.8% | -7.2% | +4.4% | -2.8% |
| 1Y | -1.4% | -20.9% | +19.5% | -1.5% |
| 3Y | -1.6% | +384.0% | -385.6% | -6.1% |
| All | -33.3% | +761.6% | -794.8% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling