-35.1%
TLT vs VTI
+71.8%
-106.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | -1.6% | -2.0% | +0.4% | -1.4% |
| 30D | -1.3% | -1.9% | +0.6% | -1.2% |
| 3M | -3.7% | +4.5% | -8.3% | -4.1% |
| 6M | -6.4% | +12.6% | -18.9% | -7.2% |
| YTD | -4.5% | +12.0% | -16.5% | -5.3% |
| 1Y | -5.9% | +17.3% | -23.2% | -7.0% |
| 3Y | -2.8% | +75.3% | -78.1% | -7.1% |
| 5Y | -35.1% | +74.0% | -109.1% | -39.5% |
| All | -35.1% | +71.8% | -106.9% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling