+101.3%
TLT vs VUG
+1,192.0%
-1,090.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | +0.6% |
| 7D | +0.3% | +0.5% | -0.2% | +0.4% |
| 30D | +5.1% | -8.2% | +13.3% | +3.6% |
| 3M | -0.2% | -5.4% | +5.3% | -1.1% |
| 6M | -2.9% | -2.5% | -0.4% | -3.2% |
| YTD | -2.7% | +4.2% | -6.9% | -1.8% |
| 1Y | -4.6% | +5.0% | -9.6% | -3.5% |
| 3Y | +6.1% | +81.7% | -75.7% | +20.6% |
| 5Y | -35.1% | +62.5% | -97.7% | -28.3% |
| 10Y | -12.5% | +396.3% | -408.8% | +39.4% |
| All | +101.3% | +1,192.0% | -1,090.6% | +341.3% |
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