-19.8%
TLT vs VUG
+410.7%
-430.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | 0.0% | -1.7% | +1.7% | -0.1% |
| 3M | -2.9% | +2.8% | -5.7% | -2.7% |
| 6M | -6.3% | +13.6% | -19.9% | -5.5% |
| YTD | -3.3% | +8.1% | -11.4% | -2.9% |
| 1Y | -4.2% | +13.1% | -17.3% | -3.4% |
| 3Y | -1.7% | +87.0% | -88.6% | +3.5% |
| 5Y | -34.9% | +76.0% | -110.8% | -32.8% |
| 10Y | -19.8% | +420.5% | -440.3% | +2.4% |
| All | -19.8% | +410.7% | -430.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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