-6.4%
TLT vs VWO
+16.3%
-22.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -1.6% | -1.8% | +0.1% | -1.4% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | -4.9% | +2.2% | -7.1% | -5.2% |
| 6M | -5.0% | +8.8% | -13.8% | -6.0% |
| YTD | -4.4% | +12.4% | -16.8% | -5.0% |
| 1Y | -6.4% | +15.6% | -22.0% | -7.5% |
| All | -6.4% | +16.3% | -22.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling