-19.2%
TLT vs VST
+866.2%
-885.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | +0.1% |
| 7D | +0.5% | -19.9% | +20.4% | +0.1% |
| 30D | +6.0% | -29.7% | +35.7% | +5.4% |
| 3M | -0.9% | -19.6% | +18.7% | -1.3% |
| 6M | -2.6% | -29.4% | +26.8% | -3.2% |
| YTD | -3.1% | -29.7% | +26.6% | -3.6% |
| 1Y | -4.4% | -40.0% | +35.7% | -5.2% |
| 3Y | +5.5% | +231.0% | -225.5% | +12.7% |
| 5Y | -34.7% | +500.1% | -534.8% | -27.5% |
| 10Y | -17.6% | +1,004.2% | -1,021.8% | -5.0% |
| All | -19.2% | +866.2% | -885.4% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling