+654.4%
VRT vs TLT
-35.2%
+689.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | +10.5% | -3.1% | +13.6% | +10.6% |
| 30D | -9.3% | +1.0% | -10.4% | -9.4% |
| 3M | -29.6% | -2.7% | -26.9% | -29.5% |
| 6M | -45.4% | -4.1% | -41.2% | -45.3% |
| YTD | +24.8% | -5.4% | +30.2% | +25.1% |
| 1Y | +23.6% | -7.0% | +30.6% | +23.9% |
| 3Y | +379.7% | +2.8% | +376.8% | +369.9% |
| All | +654.4% | -35.2% | +689.6% | +696.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling