+455.4%
V vs TLT
-12.1%
+467.6%
-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% | +4.2% | +5.8% | +10.8% |
| 3M | +17.5% | -0.2% | +17.7% | +17.4% |
| 6M | +33.5% | -3.8% | +37.2% | +32.4% |
| YTD | +21.6% | -3.6% | +25.1% | +20.7% |
| 1Y | +27.6% | -5.4% | +33.0% | +26.2% |
| 3Y | +76.4% | +4.5% | +71.9% | +79.4% |
| 5Y | +103.8% | -34.5% | +138.4% | +69.2% |
| All | +455.4% | -12.1% | +467.6% | +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