+444.2%
V vs TLT
-14.3%
+458.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.7% |
| 30D | +9.5% | +5.1% | +4.4% | +10.5% |
| 3M | +16.7% | -0.2% | +16.9% | +16.6% |
| 6M | +32.9% | -2.9% | +35.9% | +32.2% |
| YTD | +21.1% | -2.7% | +23.8% | +20.5% |
| 1Y | +26.6% | -4.6% | +31.2% | +25.5% |
| 3Y | +78.4% | +6.1% | +72.3% | +82.0% |
| 5Y | +105.5% | -35.1% | +140.6% | +69.4% |
| 10Y | +444.2% | -12.5% | +456.7% | +411.4% |
| All | +444.2% | -14.3% | +458.6% | +411.4% |
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