+307.7%
VOO vs TLT
-13.2%
+320.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.6% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -3.6% | +3.7% | -7.4% | -3.0% |
| 3M | -2.7% | -0.7% | -2.1% | -2.8% |
| 6M | +2.2% | -4.2% | +6.4% | +1.5% |
| YTD | +10.9% | -4.0% | +14.9% | +10.1% |
| 1Y | +11.3% | -5.8% | +17.2% | +10.1% |
| 3Y | +76.9% | +4.1% | +72.8% | +79.6% |
| 5Y | +73.5% | -34.8% | +108.3% | +45.5% |
| 10Y | +307.7% | -12.3% | +320.0% | +288.0% |
| All | +307.7% | -13.2% | +320.9% | +288.0% |
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