+40.1%
TLT vs VXUS
+179.6%
-139.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.3% |
| 7D | -0.4% | +1.0% | -1.4% | -0.2% |
| 30D | -0.6% | +2.2% | -2.8% | -0.1% |
| 3M | -2.7% | +3.0% | -5.7% | -2.1% |
| 6M | -5.6% | +10.7% | -16.3% | -3.5% |
| YTD | -2.8% | +17.8% | -20.6% | +0.9% |
| 1Y | -1.4% | +27.6% | -29.0% | +4.2% |
| 3Y | -1.6% | +73.3% | -74.9% | +12.3% |
| 5Y | -33.8% | +54.3% | -88.1% | -27.3% |
| 10Y | -21.1% | +149.8% | -171.0% | +5.9% |
| All | +40.1% | +179.6% | -139.5% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling