-20.8%
TLT vs VTR
+100.2%
-121.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | -1.3% | +4.0% | -5.3% | -1.4% |
| 3M | -3.7% | +7.8% | -11.6% | -3.9% |
| 6M | -6.4% | +6.4% | -12.7% | -6.5% |
| YTD | -4.5% | +18.3% | -22.8% | -4.9% |
| 1Y | -5.9% | +33.9% | -39.8% | -6.6% |
| 3Y | -2.8% | +134.3% | -137.1% | -4.7% |
| 5Y | -35.1% | +90.3% | -125.3% | -36.3% |
| All | -20.8% | +100.2% | -121.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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