-20.7%
TLT vs VXUS
+145.9%
-166.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.4% | +1.6% | -1.2% | +0.5% |
| 30D | -0.3% | +1.0% | -1.3% | -0.2% |
| 3M | -1.7% | +5.7% | -7.4% | -1.3% |
| 6M | -4.9% | +13.6% | -18.5% | -3.9% |
| YTD | -2.8% | +17.4% | -20.2% | -1.4% |
| 1Y | -4.2% | +25.1% | -29.3% | -2.2% |
| 3Y | -1.1% | +75.8% | -76.9% | +5.2% |
| 5Y | -33.7% | +55.4% | -89.1% | -31.8% |
| 10Y | -20.7% | +146.4% | -167.1% | -11.7% |
| All | -20.7% | +145.9% | -166.6% | -11.7% |
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