-16.6%
TLT vs VT
+215.5%
-232.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | -0.1% |
| 30D | +6.2% | -5.0% | +11.1% | +5.7% |
| 3M | +0.1% | -4.9% | +4.9% | -0.4% |
| 6M | -3.0% | -1.5% | -1.4% | -3.1% |
| YTD | -2.7% | +8.5% | -11.2% | -1.7% |
| 1Y | -4.8% | +11.4% | -16.2% | -3.6% |
| 3Y | +6.9% | +70.1% | -63.2% | +15.4% |
| 5Y | -34.5% | +53.7% | -88.2% | -31.4% |
| All | -16.6% | +215.5% | -232.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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