+101.1%
TLT vs VUG
+1,251.8%
-1,150.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.6% | -0.3% | -0.3% | -0.6% |
| 3M | -2.7% | -0.7% | -2.0% | -2.8% |
| 6M | -5.6% | +14.6% | -20.3% | -3.1% |
| YTD | -2.8% | +9.0% | -11.8% | -1.1% |
| 1Y | -1.4% | +14.9% | -16.3% | +1.3% |
| 3Y | -1.6% | +86.0% | -87.6% | +12.2% |
| 5Y | -33.8% | +76.7% | -110.5% | -25.5% |
| 10Y | -21.1% | +411.3% | -432.4% | +26.0% |
| All | +101.1% | +1,251.8% | -1,150.7% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling