+458.8%
V vs TLT
-12.5%
+471.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -1.0% | -1.3% | -2.5% |
| 30D | +9.5% | +3.7% | +5.8% | +10.3% |
| 3M | +17.5% | -0.8% | +18.3% | +17.3% |
| 6M | +32.2% | -3.6% | +35.7% | +31.2% |
| YTD | +22.3% | -3.9% | +26.2% | +21.4% |
| 1Y | +26.8% | -6.2% | +33.0% | +25.2% |
| 3Y | +77.5% | +4.2% | +73.3% | +80.4% |
| 5Y | +110.1% | -34.7% | +144.7% | +74.4% |
| 10Y | +458.8% | -11.8% | +470.6% | +414.1% |
| All | +458.8% | -12.5% | +471.2% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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