+152.2%
TLTD vs VT
+222.7%
-70.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +1.0% | +2.9% | -1.8% | -1.5% |
| 30D | +0.1% | -2.5% | +2.6% | +2.4% |
| 3M | -3.4% | -3.3% | 0.0% | -0.5% |
| 6M | +1.6% | +1.5% | +0.1% | +0.1% |
| YTD | +10.4% | +11.4% | -1.0% | +0.3% |
| 1Y | +14.2% | +11.9% | +2.3% | +3.4% |
| 3Y | +79.3% | +73.9% | +5.4% | +9.6% |
| 5Y | +60.8% | +57.9% | +2.9% | +6.6% |
| All | +152.2% | +222.7% | -70.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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