+108.8%
V vs TLT
-34.7%
+143.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +9.9% | +4.2% | +5.8% | +9.6% |
| 3M | +17.5% | -0.2% | +17.7% | +17.5% |
| 6M | +33.5% | -3.8% | +37.2% | +33.8% |
| YTD | +21.6% | -3.6% | +25.1% | +21.9% |
| 1Y | +27.6% | -5.4% | +33.0% | +28.1% |
| 3Y | +76.4% | +4.5% | +71.9% | +75.8% |
| All | +108.8% | -34.7% | +143.5% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling