-20.7%
TLT vs VTI
+305.0%
-325.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.7% |
| 30D | -1.1% | -1.4% | +0.3% | -1.3% |
| 3M | -4.9% | +3.6% | -8.4% | -4.5% |
| 6M | -5.0% | +13.6% | -18.6% | -3.6% |
| YTD | -4.4% | +12.9% | -17.3% | -3.0% |
| 1Y | -6.4% | +17.2% | -23.6% | -4.6% |
| 3Y | -2.0% | +75.7% | -77.7% | +5.9% |
| 5Y | -35.0% | +75.4% | -110.4% | -30.1% |
| All | -20.7% | +305.0% | -325.7% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling