+13.8%
VRT vs TLT
-5.4%
+19.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.8% | -13.7% | -12.8% |
| 7D | -15.4% | +1.0% | -16.3% | -15.4% |
| 30D | -19.0% | +6.0% | -25.0% | -20.8% |
| 3M | -23.8% | -0.9% | -22.9% | -22.6% |
| 6M | -37.9% | -2.3% | -35.6% | -36.6% |
| YTD | +27.0% | -3.3% | +30.3% | +30.6% |
| 1Y | +13.8% | -5.6% | +19.4% | +12.9% |
| All | +13.8% | -5.4% | +19.2% | +12.9% |
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