+139.0%
VRT vs TLT
-3.6%
+142.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +13.6% | +0.4% | +13.2% | +13.6% |
| 30D | +6.8% | -0.3% | +7.1% | +7.0% |
| 3M | -3.2% | -1.7% | -1.5% | -2.9% |
| 6M | +20.3% | -4.9% | +25.2% | +18.9% |
| YTD | +79.6% | -2.8% | +82.4% | +81.3% |
| 1Y | +139.0% | -4.2% | +143.2% | +136.7% |
| All | +139.0% | -3.6% | +142.6% | +136.7% |
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