+86.0%
TLT vs VWO
+328.1%
-242.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.3% |
| 7D | -0.4% | +1.1% | -1.5% | -0.3% |
| 30D | -0.6% | +2.4% | -3.0% | -0.2% |
| 3M | -2.7% | +2.0% | -4.7% | -2.4% |
| 6M | -5.6% | +10.7% | -16.3% | -4.1% |
| YTD | -2.8% | +14.4% | -17.2% | -0.7% |
| 1Y | -1.4% | +22.7% | -24.1% | +1.8% |
| 3Y | -1.6% | +64.2% | -65.8% | +6.7% |
| 5Y | -33.8% | +35.8% | -69.6% | -30.3% |
| 10Y | -21.1% | +114.7% | -135.8% | -7.9% |
| All | +86.0% | +328.1% | -242.1% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling