+40.2%
TLT vs VXUS
+156.4%
-116.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | +0.1% | -1.8% | +1.9% | -0.3% |
| 30D | +6.2% | -4.6% | +10.7% | +5.2% |
| 3M | +0.1% | -6.1% | +6.1% | -1.2% |
| 6M | -3.0% | -4.9% | +1.9% | -3.9% |
| YTD | -2.7% | +8.1% | -10.8% | -0.8% |
| 1Y | -4.8% | +12.1% | -16.9% | -2.2% |
| 3Y | +6.9% | +63.9% | -57.0% | +20.9% |
| 5Y | -34.5% | +43.1% | -77.6% | -29.0% |
| 10Y | -17.3% | +139.2% | -156.5% | +11.0% |
| All | +40.2% | +156.4% | -116.2% | +109.5% |
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