-35.1%
TLT vs VWO
+32.1%
-67.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.0% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | -3.7% | +4.0% | -7.7% | -4.1% |
| 6M | -6.4% | +8.1% | -14.5% | -7.0% |
| YTD | -4.5% | +11.6% | -16.1% | -5.3% |
| 1Y | -5.9% | +16.2% | -22.1% | -7.0% |
| 3Y | -2.8% | +63.3% | -66.1% | -6.4% |
| 5Y | -35.1% | +33.4% | -68.4% | -40.2% |
| All | -35.1% | +32.1% | -67.2% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling