+27.1%
V vs TLT
-4.5%
+31.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +9.5% | +5.1% | +4.4% | +8.5% |
| 3M | +16.7% | -0.2% | +16.9% | +16.4% |
| 6M | +32.9% | -2.9% | +35.9% | +32.9% |
| YTD | +21.1% | -2.7% | +23.8% | +20.5% |
| All | +27.1% | -4.5% | +31.6% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling