+199.0%
TLTD vs VT
+323.3%
-124.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +1.1% |
| 7D | -1.2% | -4.2% | +3.0% | +2.6% |
| 30D | -1.4% | -5.8% | +4.4% | +4.0% |
| 3M | -3.3% | -5.2% | +1.9% | +1.4% |
| 6M | +2.1% | +0.1% | +2.0% | +1.8% |
| YTD | +9.2% | +8.2% | +1.0% | +1.7% |
| 1Y | +16.1% | +10.1% | +6.0% | +6.4% |
| 3Y | +74.7% | +69.7% | +5.1% | +8.3% |
| 5Y | +58.5% | +53.4% | +5.1% | +7.1% |
| 10Y | +149.4% | +219.2% | -69.8% | -14.4% |
| All | +199.0% | +323.3% | -124.2% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling