+3.5%
VRT vs TLT
-5.8%
+9.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -3.1% |
| 7D | -17.7% | -0.3% | -17.4% | -17.7% |
| 30D | -20.0% | +3.7% | -23.7% | -21.8% |
| 3M | -28.1% | -0.7% | -27.4% | -27.5% |
| 6M | -42.8% | -4.2% | -38.7% | -41.3% |
| YTD | +20.0% | -4.0% | +23.9% | +22.9% |
| 1Y | +3.5% | -5.8% | +9.3% | +5.1% |
| All | +3.5% | -5.8% | +9.3% | +5.1% |
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