-18.9%
TLT vs VST
+1,175.7%
-1,194.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | +0.2% |
| 7D | -0.4% | +8.9% | -9.3% | -0.3% |
| 30D | -0.6% | +6.2% | -6.8% | -0.5% |
| 3M | -2.7% | -2.7% | 0.0% | -2.8% |
| 6M | -5.6% | -8.4% | +2.7% | -5.7% |
| YTD | -2.8% | -7.2% | +4.4% | -2.8% |
| 1Y | -1.4% | -20.9% | +19.5% | -1.8% |
| 3Y | -1.6% | +384.0% | -385.6% | +6.2% |
| 5Y | -33.8% | +757.1% | -790.9% | -25.7% |
| All | -18.9% | +1,175.7% | -1,194.6% | -6.7% |
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