-5.6%
TLT vs VTI
+14.8%
-20.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.0% | -0.6% | +1.5% | +1.1% |
| 30D | +6.0% | -1.0% | +7.0% | +6.2% |
| 3M | -0.9% | -0.8% | -0.1% | -0.8% |
| 6M | -2.3% | +7.1% | -9.3% | -3.8% |
| YTD | -3.3% | +13.4% | -16.7% | -5.9% |
| 1Y | -5.6% | +14.9% | -20.5% | -8.2% |
| All | -5.6% | +14.8% | -20.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 1y: compounded portfolio wealth divided by compounded VTI 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…
1y analysis · Full analysis span regression · 6 months rolling