+455.5%
V vs TLT
-13.2%
+468.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.7% |
| 30D | +9.9% | +3.7% | +6.2% | +10.7% |
| 3M | +17.5% | -0.7% | +18.2% | +17.3% |
| 6M | +33.5% | -4.2% | +37.7% | +32.3% |
| YTD | +21.6% | -4.0% | +25.5% | +20.6% |
| 1Y | +27.6% | -5.8% | +33.4% | +26.1% |
| 3Y | +76.4% | +4.1% | +72.3% | +79.3% |
| 5Y | +103.8% | -34.8% | +138.6% | +69.0% |
| 10Y | +455.5% | -12.3% | +467.8% | +414.2% |
| All | +455.5% | -13.2% | +468.7% | +414.2% |
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