+322.5%
VOO vs TLT
-20.1%
+342.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.6% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | +3.7% | -2.9% | +6.6% | +3.2% |
| 6M | +13.0% | -6.3% | +19.3% | +11.7% |
| YTD | +12.4% | -3.3% | +15.8% | +11.7% |
| 1Y | +18.6% | -4.2% | +22.8% | +17.7% |
| 3Y | +78.1% | -1.7% | +79.7% | +77.6% |
| 5Y | +82.3% | -34.9% | +117.1% | +53.0% |
| 10Y | +322.5% | -19.8% | +342.3% | +297.4% |
| All | +322.5% | -20.1% | +342.7% | +297.4% |
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