-2.6%
TLTI vs VT
+32.3%
-34.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | +3.8% | -1.7% | +5.5% | +4.1% |
| 3M | -0.4% | -2.3% | +1.9% | 0.0% |
| 6M | -2.8% | +1.5% | -4.3% | -3.1% |
| YTD | -2.1% | +12.0% | -14.2% | -3.9% |
| 1Y | -4.3% | +12.9% | -17.2% | -6.1% |
| All | -2.6% | +32.3% | -34.9% | -7.7% |
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