+101.1%
TLT vs VTV
+715.1%
-614.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.5% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | -1.7% | +6.2% | -7.9% | -0.2% |
| 6M | -4.9% | +13.5% | -18.4% | -1.8% |
| YTD | -2.8% | +18.9% | -21.6% | +1.6% |
| 1Y | -4.2% | +25.8% | -30.0% | +1.6% |
| 3Y | -1.1% | +68.7% | -69.8% | +13.7% |
| 5Y | -33.7% | +80.3% | -114.0% | -21.9% |
| 10Y | -20.7% | +226.3% | -247.0% | +15.5% |
| All | +101.1% | +715.1% | -614.0% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 all: compounded portfolio wealth divided by compounded VTV 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…
all analysis · Full analysis span regression · 6 months rolling