-12.5%
TLT vs VXUS
+144.6%
-157.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | +0.3% |
| 7D | +0.3% | +0.8% | -0.5% | +0.3% |
| 30D | +5.1% | -1.9% | +7.0% | +5.0% |
| 3M | -0.2% | -4.4% | +4.2% | -0.5% |
| 6M | -2.9% | -2.0% | -0.9% | -3.0% |
| YTD | -2.7% | +11.1% | -13.8% | -1.6% |
| 1Y | -4.6% | +15.1% | -19.7% | -3.2% |
| 3Y | +6.1% | +70.4% | -64.3% | +13.1% |
| 5Y | -35.1% | +47.2% | -82.3% | -33.4% |
| 10Y | -12.5% | +142.3% | -154.8% | -2.9% |
| All | -12.5% | +144.6% | -157.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling